+676.9%
XLV vs VGT
+2,280.0%
-1,603.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.7% |
| 7D | -3.6% | -0.2% | -3.4% | -3.5% |
| 30D | -1.8% | -0.4% | -1.4% | -1.8% |
| 3M | +7.8% | +4.4% | +3.4% | +4.7% |
| 6M | +9.1% | +32.1% | -23.0% | -6.2% |
| YTD | +7.7% | +28.8% | -21.0% | -6.5% |
| 1Y | +20.4% | +35.3% | -14.9% | +1.6% |
| 3Y | +30.8% | +124.8% | -94.0% | -17.8% |
| 5Y | +34.6% | +137.9% | -103.3% | -20.5% |
| 10Y | +173.4% | +814.2% | -640.9% | -26.4% |
| All | +676.9% | +2,280.0% | -1,603.0% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VGT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling