+604.5%
XYZ vs VGT
+797.7%
-193.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.7% |
| 7D | -3.7% | +1.5% | -5.2% | -5.7% |
| 30D | +0.5% | +0.5% | 0.0% | -0.3% |
| 3M | +16.3% | +5.3% | +11.0% | +5.4% |
| 6M | +21.1% | +32.4% | -11.3% | -22.7% |
| YTD | +22.0% | +28.6% | -6.6% | -18.8% |
| 1Y | +5.2% | +37.6% | -32.5% | -37.4% |
| 3Y | +49.6% | +125.5% | -75.9% | -60.2% |
| 5Y | -68.4% | +135.2% | -203.6% | -91.2% |
| 10Y | +604.5% | +812.9% | -208.4% | -62.9% |
| All | +604.5% | +797.7% | -193.2% | -62.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling