+554.0%
XYZ vs VGT
+766.5%
-212.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | -0.2% |
| 7D | +12.1% | -7.2% | +19.4% | +23.8% |
| 30D | +12.4% | -16.1% | +28.5% | +41.7% |
| 3M | +8.2% | -9.2% | +17.3% | +21.3% |
| 6M | +20.7% | -0.7% | +21.4% | +15.8% |
| YTD | +31.3% | +15.6% | +15.8% | +0.4% |
| 1Y | +20.5% | +14.4% | +6.1% | -7.0% |
| 3Y | +72.6% | +105.2% | -32.6% | -47.4% |
| 5Y | -64.0% | +100.0% | -164.0% | -87.2% |
| 10Y | +601.8% | +712.1% | -110.3% | -53.8% |
| All | +554.0% | +766.5% | -212.5% | -61.1% |
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