+554.8%
XYZ vs VGT
+782.6%
-227.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -1.5% |
| 7D | +12.6% | -4.1% | +16.7% | +18.9% |
| 30D | +10.8% | -13.6% | +24.4% | +34.2% |
| 3M | +8.4% | -8.0% | +16.3% | +19.5% |
| 6M | +14.3% | -1.5% | +15.8% | +10.9% |
| YTD | +31.5% | +17.7% | +13.8% | -2.0% |
| 1Y | +28.1% | +13.8% | +14.3% | -0.2% |
| 3Y | +66.2% | +101.6% | -35.4% | -47.6% |
| 5Y | -62.3% | +106.7% | -169.0% | -87.2% |
| 10Y | +634.6% | +717.0% | -82.4% | -52.3% |
| All | +554.8% | +782.6% | -227.8% | -62.0% |
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