+533.2%
XYZ vs VGT
+867.3%
-334.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -1.2% |
| 7D | -1.0% | +1.0% | -2.0% | -2.3% |
| 30D | -1.7% | +1.3% | -3.0% | -3.7% |
| 3M | +16.7% | -1.1% | +17.9% | +15.8% |
| 6M | +26.9% | +32.6% | -5.8% | -18.7% |
| YTD | +27.1% | +29.0% | -1.8% | -15.2% |
| 1Y | +9.3% | +39.7% | -30.4% | -35.8% |
| 3Y | +42.3% | +120.9% | -78.7% | -59.7% |
| 5Y | -69.3% | +133.6% | -202.9% | -91.1% |
| 10Y | +586.8% | +792.6% | -205.8% | -60.0% |
| All | +533.2% | +867.3% | -334.1% | -67.1% |
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