+846.7%
XLY vs VGT
+2,280.0%
-1,433.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | -0.1% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | -4.2% | -0.4% | -3.7% | -4.1% |
| 3M | -2.7% | +4.4% | -7.1% | -6.9% |
| 6M | -0.6% | +32.1% | -32.7% | -21.8% |
| YTD | -5.0% | +28.8% | -33.8% | -24.0% |
| 1Y | -4.1% | +35.3% | -39.4% | -26.6% |
| 3Y | +33.6% | +124.8% | -91.2% | -33.8% |
| 5Y | +28.7% | +137.9% | -109.2% | -39.4% |
| 10Y | +219.6% | +814.2% | -594.6% | -52.7% |
| All | +846.7% | +2,280.0% | -1,433.3% | -40.9% |
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