VTI over SPY biggest 50
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
VTI over SPY biggest 50
Currency in USD · Last updated May 16, 2025
Largest 50 components of the VTI that beat the SPY on all of the following timeframes: 1M, 3M, 6M, 1Y, 3Y, 5Y, 10Y.
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AMZN Amazon.com, Inc. | Consumer Cyclical | 2% |
ANET Arista Networks, Inc. | Technology | 2% |
APO Apollo Global Management, Inc. | Financial Services | 2% |
APP AppLovin Corporation | Technology | 2% |
ARES Ares Management Corporation | Financial Services | 2% |
AVGO Broadcom Inc. | Technology | 2% |
AXON Axon Enterprise, Inc. | Industrials | 2% |
AXP American Express Company | Financial Services | 2% |
BKNG Booking Holdings Inc. | Consumer Cyclical | 2% |
BSX Boston Scientific Corporation | Healthcare | 2% |
BX The Blackstone Group Inc. | Financial Services | 2% |
CBRE CBRE Group, Inc. | Real Estate | 2% |
CEG Constellation Energy Corp | Utilities | 2% |
COHR Coherent, Inc. | Technology | 2% |
COST Costco Wholesale Corporation | Consumer Defensive | 2% |
CRM salesforce.com, inc. | Technology | 2% |
DECK Deckers Outdoor Corporation | Consumer Cyclical | 2% |
FIX Comfort Systems USA, Inc. | Industrials | 2% |
FTNT Fortinet, Inc. | Technology | 2% |
FWONA | 2% | |
FWONK | 2% | |
GDDY | 2% | |
GOOG | 2% | |
GRMN | 2% | |
JEF | 2% | |
KKR | 2% | |
LII | 2% | |
LPLA | 2% | |
LYV | 2% | |
MANH | 2% | |
MAR | 2% | |
META | 2% | |
MRVL | 2% | |
MSTR | 2% | |
NFLX | 2% | |
NOW | 2% | |
NTRA | 2% | |
ORLY | 2% | |
PANW | 2% | |
PLTR | 2% | |
PWR | 2% | |
RCL | 2% | |
RDDT | 2% | |
TSLA | 2% | |
TTD | 2% | |
TW | 2% | |
VRT | 2% | |
WMT | 2% | |
WSM | 2% | |
XPO | 2% |
Every 3 months
Performance
Performance Chart
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The earliest data available for this chart is Feb 2, 2022, corresponding to the inception date of CEG
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.60% | 9.64% | -0.54% | 11.47% | 15.67% | 10.79% |
| VTI over SPY biggest 50 | 0.50% | 19.92% | 5.39% | 47.21% | N/A | N/A |
| Portfolio components: | ||||||
GOOG | -13.05% | 4.23% | -6.53% | -4.43% | N/A | N/A |
AMZN Amazon.com, Inc. | -6.48% | 14.24% | -2.98% | 10.31% | 11.27% | 25.51% |
META | 10.07% | 23.46% | 11.75% | 34.20% | N/A | N/A |
TSLA | -15.11% | 34.91% | 10.17% | 97.03% | N/A | N/A |
AVGO Broadcom Inc. | 0.65% | 30.00% | 37.32% | 63.97% | 59.19% | 37.00% |
WMT | 7.19% | 2.78% | 14.91% | 62.69% | N/A | N/A |
COST Costco Wholesale Corporation | 10.55% | 3.57% | 9.63% | 29.05% | 29.79% | 23.63% |
NFLX | 32.16% | 20.66% | 40.69% | 92.00% | N/A | N/A |
CRM salesforce.com, inc. | -12.90% | 14.05% | -12.09% | 1.71% | 11.35% | 14.97% |
BX The Blackstone Group Inc. | -13.56% | 10.67% | -17.75% | 14.75% | 27.98% | 18.66% |
NOW | -2.35% | 26.78% | -0.44% | 36.11% | N/A | N/A |
AXP American Express Company | 1.50% | 16.17% | 4.49% | 25.34% | 31.33% | 15.81% |
BKNG Booking Holdings Inc. | 5.64% | 13.56% | 5.76% | 39.26% | 30.89% | 15.88% |
PLTR | 69.40% | 30.20% | 116.49% | 491.23% | N/A | N/A |
ANET Arista Networks, Inc. | -13.08% | 31.24% | -0.43% | 17.87% | 49.03% | 36.75% |
KKR | -14.82% | 20.73% | -16.29% | 17.35% | N/A | N/A |
BSX Boston Scientific Corporation | 17.40% | 11.28% | 19.72% | 40.85% | 24.75% | 19.28% |
APP AppLovin Corporation | 13.21% | 49.35% | 28.87% | 336.13% | N/A | N/A |
MRVL | -40.87% | 22.28% | -28.00% | -6.75% | N/A | N/A |
APO Apollo Global Management, Inc. | -12.57% | 12.63% | -11.87% | 26.61% | 32.07% | 26.56% |
MSTR | 37.09% | 27.78% | 21.17% | 164.08% | N/A | N/A |
MAR | -2.46% | 21.97% | -3.31% | 16.19% | N/A | N/A |
CEG Constellation Energy Corp | 27.37% | 36.46% | 26.62% | 28.23% | N/A | N/A |
FTNT Fortinet, Inc. | 8.55% | 3.39% | 8.58% | 68.88% | 29.13% | 29.29% |
ORLY | 15.54% | -1.99% | 11.90% | 35.61% | N/A | N/A |
PANW | 6.01% | 11.15% | -2.18% | 23.53% | N/A | N/A |
RCL | 8.80% | 29.34% | 7.96% | 79.29% | N/A | N/A |
TTD | -34.06% | 57.39% | -38.43% | -14.13% | N/A | N/A |
PWR | 7.77% | 24.66% | 5.17% | 25.87% | N/A | N/A |
AXON Axon Enterprise, Inc. | 22.56% | 25.93% | 20.48% | 147.79% | 58.26% | 36.60% |
VRT | -7.20% | 44.93% | -12.87% | 0.88% | N/A | N/A |
CBRE CBRE Group, Inc. | -0.78% | 9.77% | -1.31% | 41.20% | 29.45% | 12.93% |
GRMN | -1.75% | 5.00% | -3.79% | 20.29% | N/A | N/A |
ARES Ares Management Corporation | -3.96% | 19.37% | 1.10% | 15.59% | 42.67% | 29.74% |
DECK Deckers Outdoor Corporation | -37.50% | 21.85% | -28.23% | -15.72% | 40.31% | 26.55% |
LYV | 12.29% | 12.75% | 12.56% | 50.73% | N/A | N/A |
TW | 9.71% | 7.40% | 11.68% | 27.81% | N/A | N/A |
RDDT | -30.50% | 17.76% | -13.87% | 90.49% | N/A | N/A |
FWONA | 5.58% | 21.23% | 14.88% | 40.26% | N/A | N/A |
FWONK | 4.37% | 20.50% | 14.45% | 38.00% | N/A | N/A |
GDDY | -3.76% | 8.54% | 2.51% | 39.21% | N/A | N/A |
LPLA | 16.93% | 21.54% | 21.38% | 43.09% | N/A | N/A |
LII | -2.26% | 6.87% | -3.44% | 19.01% | N/A | N/A |
WSM | -6.58% | 20.71% | 32.24% | 8.89% | N/A | N/A |
NTRA | -5.62% | -1.54% | -1.13% | 39.22% | N/A | N/A |
XPO | -4.17% | 31.22% | -15.61% | 10.19% | N/A | N/A |
MANH | -28.54% | 17.49% | -30.97% | -13.58% | N/A | N/A |
COHR Coherent, Inc. | -16.80% | 39.41% | -21.19% | 38.09% | 14.57% | 15.54% |
JEF | -31.49% | 20.95% | -26.57% | 15.60% | N/A | N/A |
FIX Comfort Systems USA, Inc. | 9.40% | 30.08% | 5.58% | 36.87% | 73.30% | 36.49% |
*Annualized
Monthly Returns
The table below presents the monthly returns of VTI over SPY biggest 50 , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.78% | -8.70% | -10.62% | 4.70% | 11.19% | 0.50% | |||||||
| 2024 | -0.74% | -4.31% | 6.71% | 3.44% | 2.52% | 4.34% | 7.07% | 7.26% | 18.55% | -1.20% | 50.88% |
Expense Ratio
VTI over SPY biggest 50 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
The portfolio doesn't include any funds that charge management fees.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 88, VTI over SPY biggest 50 is among the top 12% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Overall Rank
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
GOOG | -0.17 | 0.06 | 1.01 | -0.11 | -0.24 |
AMZN Amazon.com, Inc. | 0.34 | 0.64 | 1.08 | 0.31 | 0.83 |
META | 1.00 | 1.59 | 1.21 | 1.08 | 3.34 |
TSLA | 1.34 | 2.07 | 1.25 | 1.73 | 3.83 |
AVGO Broadcom Inc. | 1.07 | 1.87 | 1.25 | 1.72 | 4.74 |
WMT | 2.19 | 3.38 | 1.47 | 2.86 | 9.42 |
COST Costco Wholesale Corporation | 1.29 | 1.92 | 1.26 | 1.77 | 5.12 |
NFLX | 2.88 | 3.58 | 1.48 | 4.80 | 15.70 |
CRM salesforce.com, inc. | 0.07 | 0.47 | 1.07 | 0.16 | 0.37 |
BX The Blackstone Group Inc. | 0.47 | 0.96 | 1.12 | 0.50 | 1.26 |
NOW | 0.84 | 1.60 | 1.22 | 1.13 | 3.12 |
AXP American Express Company | 0.80 | 1.28 | 1.18 | 0.88 | 2.81 |
BKNG Booking Holdings Inc. | 1.42 | 1.90 | 1.26 | 1.88 | 5.11 |
PLTR | 6.93 | 5.23 | 1.71 | 12.25 | 37.03 |
ANET Arista Networks, Inc. | 0.38 | 0.87 | 1.13 | 0.45 | 1.17 |
KKR | 0.46 | 0.98 | 1.14 | 0.53 | 1.45 |
BSX Boston Scientific Corporation | 1.84 | 2.40 | 1.39 | 2.75 | 11.21 |
APP AppLovin Corporation | 3.73 | 3.55 | 1.51 | 5.95 | 15.14 |
MRVL | -0.15 | 0.43 | 1.06 | -0.06 | -0.15 |
APO Apollo Global Management, Inc. | 0.66 | 1.23 | 1.18 | 0.81 | 2.38 |
MSTR | 1.79 | 2.74 | 1.32 | 4.14 | 8.58 |
MAR | 0.52 | 0.98 | 1.13 | 0.53 | 1.48 |
CEG Constellation Energy Corp | 0.47 | 1.12 | 1.15 | 0.62 | 1.50 |
FTNT Fortinet, Inc. | 1.61 | 2.79 | 1.38 | 2.70 | 9.54 |
ORLY | 1.75 | 2.49 | 1.30 | 2.00 | 11.32 |
PANW | 0.61 | 1.29 | 1.16 | 1.04 | 3.13 |
RCL | 1.74 | 2.35 | 1.34 | 2.26 | 6.65 |
TTD | -0.27 | 0.22 | 1.04 | -0.15 | -0.34 |
PWR | 0.69 | 1.15 | 1.17 | 0.87 | 2.16 |
AXON Axon Enterprise, Inc. | 2.70 | 3.54 | 1.54 | 4.85 | 12.63 |
VRT | 0.12 | 0.63 | 1.09 | 0.11 | 0.26 |
CBRE CBRE Group, Inc. | 1.36 | 2.16 | 1.28 | 2.08 | 6.07 |
GRMN | 0.51 | 1.09 | 1.17 | 0.74 | 2.30 |
ARES Ares Management Corporation | 0.45 | 0.87 | 1.13 | 0.49 | 1.57 |
DECK Deckers Outdoor Corporation | -0.29 | -0.07 | 0.99 | -0.25 | -0.53 |
LYV | 1.68 | 2.25 | 1.32 | 2.06 | 5.57 |
TW | 1.12 | 1.50 | 1.23 | 1.85 | 6.00 |
RDDT | 1.16 | 1.92 | 1.23 | 1.34 | 3.22 |
FWONA | 1.31 | 1.98 | 1.26 | 1.61 | 4.98 |
FWONK | 1.30 | 1.92 | 1.25 | 1.56 | 4.94 |
GDDY | 1.31 | 1.76 | 1.29 | 1.76 | 4.71 |
LPLA | 1.10 | 1.60 | 1.24 | 1.29 | 2.97 |
LII | 0.66 | 1.00 | 1.13 | 0.83 | 2.28 |
WSM | 0.21 | 0.68 | 1.09 | 0.27 | 0.65 |
NTRA | 0.79 | 1.55 | 1.19 | 1.64 | 4.56 |
XPO | 0.25 | 0.73 | 1.09 | 0.28 | 0.68 |
MANH | -0.31 | -0.01 | 1.00 | -0.20 | -0.45 |
COHR Coherent, Inc. | 0.48 | 1.22 | 1.16 | 0.71 | 1.76 |
JEF | 0.37 | 0.84 | 1.13 | 0.37 | 1.01 |
FIX Comfort Systems USA, Inc. | 0.77 | 1.16 | 1.17 | 0.85 | 2.07 |
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Dividends
Dividend yield
VTI over SPY biggest 50 provided a 0.45% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.45% | 0.38% | 0.70% | 0.71% | 0.46% | 0.65% | 0.70% | 1.01% | 0.92% | 0.95% | 1.34% | 0.99% |
| Portfolio components: | ||||||||||||
GOOG | 0.48% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMZN Amazon.com, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
META | 0.31% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSLA | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVGO Broadcom Inc. | 0.96% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
WMT | 0.92% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
COST Costco Wholesale Corporation | 0.47% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
NFLX | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CRM salesforce.com, inc. | 0.56% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BX The Blackstone Group Inc. | 2.76% | 2.00% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.76% | 5.57% |
NOW | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AXP American Express Company | 0.97% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% |
BKNG Booking Holdings Inc. | 0.68% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PLTR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ANET Arista Networks, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KKR | 0.57% | 0.47% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% | 8.75% |
BSX Boston Scientific Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
APP AppLovin Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MRVL | 0.37% | 0.22% | 0.40% | 0.65% | 0.21% | 0.50% | 0.90% | 1.48% | 1.12% | 1.73% | 2.72% | 1.66% |
APO Apollo Global Management, Inc. | 1.64% | 1.10% | 1.81% | 2.51% | 2.90% | 4.72% | 4.23% | 7.86% | 5.53% | 6.46% | 12.91% | 13.19% |
MSTR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MAR | 0.93% | 0.86% | 0.87% | 0.67% | 0.00% | 0.36% | 1.22% | 1.44% | 0.95% | 1.39% | 1.42% | 0.99% |
CEG Constellation Energy Corp | 0.65% | 0.63% | 0.97% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTNT Fortinet, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ORLY | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PANW | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RCL | 0.68% | 0.41% | 0.00% | 0.00% | 0.00% | 1.04% | 2.22% | 2.66% | 1.81% | 2.08% | 1.33% | 1.33% |
TTD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PWR | 0.11% | 0.09% | 0.15% | 0.25% | 0.16% | 0.29% | 0.42% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% |
AXON Axon Enterprise, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VRT | 0.12% | 0.10% | 0.05% | 0.07% | 0.04% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CBRE CBRE Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GRMN | 1.49% | 1.44% | 2.27% | 3.10% | 1.92% | 2.01% | 2.30% | 3.32% | 3.42% | 4.21% | 5.41% | 3.58% |
ARES Ares Management Corporation | 2.32% | 2.10% | 2.59% | 3.57% | 2.31% | 3.40% | 3.59% | 7.50% | 6.30% | 4.32% | 6.81% | 2.45% |
DECK Deckers Outdoor Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LYV | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TW | 0.29% | 0.31% | 0.40% | 0.49% | 0.32% | 0.51% | 0.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RDDT | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FWONA | 0.00% | 0.00% | 2.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FWONK | 0.00% | 0.00% | 1.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GDDY | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LPLA | 0.31% | 0.37% | 0.53% | 0.46% | 0.62% | 0.96% | 1.08% | 1.64% | 1.75% | 2.84% | 2.34% | 2.15% |
LII | 0.77% | 0.75% | 0.97% | 1.71% | 1.09% | 1.12% | 1.21% | 1.11% | 0.94% | 1.08% | 1.10% | 1.20% |
WSM | 1.38% | 1.16% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% |
NTRA | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XPO | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MANH | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COHR Coherent, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEF | 2.62% | 1.66% | 7.42% | 3.67% | 2.43% | 1.09% | 1.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FIX Comfort Systems USA, Inc. | 0.32% | 0.28% | 0.41% | 0.49% | 0.49% | 0.81% | 0.79% | 0.76% | 0.68% | 0.83% | 0.88% | 1.31% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the VTI over SPY biggest 50 . A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the VTI over SPY biggest 50 was 29.91%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current VTI over SPY biggest 50 drawdown is 7.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.91% | Jan 24, 2025 | 52 | Apr 8, 2025 | — | — | — |
| -11.15% | Jul 17, 2024 | 14 | Aug 5, 2024 | 12 | Aug 21, 2024 | 26 |
| -8.07% | Mar 27, 2024 | 17 | Apr 19, 2024 | 15 | May 10, 2024 | 32 |
| -6.98% | Dec 17, 2024 | 17 | Jan 13, 2025 | 6 | Jan 22, 2025 | 23 |
| -5.99% | Sep 3, 2024 | 4 | Sep 6, 2024 | 5 | Sep 13, 2024 | 9 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 50 assets, with an effective number of assets of 50.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
| ^GSPC | ORLY | WMT | TW | FWONK | FWONA | COST | RDDT | WSM | MSTR | LPLA | XPO | FTNT | BSX | TSLA | GOOG | TTD | LYV | CBRE | CEG | NFLX | LII | META | GDDY | NTRA | DECK | APP | MANH | PANW | BKNG | GRMN | AXP | PLTR | CRM | RCL | AXON | AMZN | AVGO | MRVL | MAR | COHR | PWR | NOW | JEF | ANET | BX | VRT | ARES | APO | FIX | KKR | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.23 | 0.34 | 0.36 | 0.40 | 0.42 | 0.55 | 0.41 | 0.57 | 0.48 | 0.45 | 0.49 | 0.48 | 0.52 | 0.59 | 0.63 | 0.51 | 0.56 | 0.57 | 0.52 | 0.56 | 0.64 | 0.58 | 0.56 | 0.57 | 0.58 | 0.54 | 0.62 | 0.59 | 0.60 | 0.64 | 0.61 | 0.60 | 0.60 | 0.59 | 0.57 | 0.68 | 0.70 | 0.65 | 0.64 | 0.65 | 0.63 | 0.62 | 0.63 | 0.66 | 0.65 | 0.62 | 0.63 | 0.61 | 0.66 | 0.70 | 0.86 |
| ORLY | 0.23 | 1.00 | 0.33 | 0.22 | 0.09 | 0.10 | 0.33 | -0.02 | 0.01 | 0.09 | 0.03 | 0.20 | 0.11 | 0.26 | 0.01 | 0.08 | 0.09 | 0.27 | 0.30 | -0.02 | 0.16 | 0.23 | 0.09 | 0.16 | 0.01 | 0.09 | -0.05 | 0.22 | 0.10 | 0.19 | 0.27 | 0.17 | 0.07 | 0.16 | 0.09 | 0.07 | 0.06 | -0.05 | -0.03 | 0.21 | 0.01 | 0.01 | 0.10 | 0.17 | 0.02 | 0.18 | -0.02 | 0.08 | 0.14 | 0.05 | 0.17 | 0.11 |
| WMT | 0.34 | 0.33 | 1.00 | 0.21 | 0.15 | 0.15 | 0.58 | 0.13 | 0.15 | 0.15 | 0.23 | 0.21 | 0.20 | 0.35 | 0.23 | 0.18 | 0.18 | 0.23 | 0.30 | 0.18 | 0.26 | 0.23 | 0.26 | 0.20 | 0.25 | 0.23 | 0.15 | 0.22 | 0.21 | 0.22 | 0.26 | 0.23 | 0.22 | 0.17 | 0.23 | 0.23 | 0.25 | 0.13 | 0.14 | 0.27 | 0.17 | 0.16 | 0.22 | 0.22 | 0.18 | 0.22 | 0.18 | 0.21 | 0.24 | 0.22 | 0.21 | 0.29 |
| TW | 0.36 | 0.22 | 0.21 | 1.00 | 0.23 | 0.25 | 0.28 | 0.15 | 0.07 | 0.23 | 0.17 | 0.14 | 0.20 | 0.39 | 0.19 | 0.18 | 0.18 | 0.27 | 0.29 | 0.22 | 0.31 | 0.32 | 0.21 | 0.28 | 0.26 | 0.25 | 0.27 | 0.34 | 0.30 | 0.26 | 0.29 | 0.28 | 0.28 | 0.27 | 0.15 | 0.27 | 0.17 | 0.18 | 0.20 | 0.27 | 0.18 | 0.33 | 0.28 | 0.27 | 0.21 | 0.33 | 0.24 | 0.42 | 0.33 | 0.27 | 0.39 | 0.36 |
| FWONK | 0.40 | 0.09 | 0.15 | 0.23 | 1.00 | 0.96 | 0.24 | 0.23 | 0.19 | 0.20 | 0.29 | 0.29 | 0.32 | 0.27 | 0.24 | 0.24 | 0.19 | 0.35 | 0.29 | 0.11 | 0.36 | 0.31 | 0.27 | 0.34 | 0.26 | 0.29 | 0.21 | 0.33 | 0.33 | 0.36 | 0.35 | 0.38 | 0.30 | 0.32 | 0.41 | 0.29 | 0.31 | 0.24 | 0.28 | 0.45 | 0.29 | 0.26 | 0.25 | 0.41 | 0.25 | 0.32 | 0.24 | 0.36 | 0.37 | 0.32 | 0.40 | 0.43 |
| FWONA | 0.42 | 0.10 | 0.15 | 0.25 | 0.96 | 1.00 | 0.24 | 0.23 | 0.20 | 0.25 | 0.31 | 0.31 | 0.32 | 0.29 | 0.26 | 0.25 | 0.23 | 0.38 | 0.33 | 0.12 | 0.33 | 0.32 | 0.25 | 0.33 | 0.27 | 0.32 | 0.22 | 0.35 | 0.32 | 0.36 | 0.37 | 0.40 | 0.30 | 0.33 | 0.44 | 0.28 | 0.31 | 0.23 | 0.28 | 0.46 | 0.29 | 0.28 | 0.26 | 0.45 | 0.24 | 0.36 | 0.25 | 0.37 | 0.39 | 0.33 | 0.42 | 0.45 |
| COST | 0.55 | 0.33 | 0.58 | 0.28 | 0.24 | 0.24 | 1.00 | 0.24 | 0.24 | 0.24 | 0.18 | 0.27 | 0.25 | 0.43 | 0.34 | 0.30 | 0.33 | 0.36 | 0.33 | 0.28 | 0.41 | 0.37 | 0.40 | 0.36 | 0.38 | 0.37 | 0.29 | 0.32 | 0.38 | 0.35 | 0.39 | 0.30 | 0.32 | 0.30 | 0.37 | 0.32 | 0.37 | 0.37 | 0.33 | 0.34 | 0.33 | 0.28 | 0.35 | 0.27 | 0.34 | 0.31 | 0.29 | 0.28 | 0.29 | 0.32 | 0.34 | 0.47 |
| RDDT | 0.41 | -0.02 | 0.13 | 0.15 | 0.23 | 0.23 | 0.24 | 1.00 | 0.28 | 0.35 | 0.29 | 0.26 | 0.30 | 0.27 | 0.38 | 0.39 | 0.44 | 0.27 | 0.27 | 0.39 | 0.40 | 0.23 | 0.45 | 0.33 | 0.37 | 0.37 | 0.43 | 0.28 | 0.32 | 0.28 | 0.36 | 0.24 | 0.41 | 0.38 | 0.31 | 0.38 | 0.47 | 0.43 | 0.43 | 0.24 | 0.43 | 0.39 | 0.39 | 0.31 | 0.46 | 0.30 | 0.45 | 0.41 | 0.40 | 0.37 | 0.44 | 0.59 |
| WSM | 0.57 | 0.01 | 0.15 | 0.07 | 0.19 | 0.20 | 0.24 | 0.28 | 1.00 | 0.32 | 0.23 | 0.36 | 0.21 | 0.19 | 0.31 | 0.30 | 0.36 | 0.35 | 0.47 | 0.41 | 0.24 | 0.52 | 0.37 | 0.26 | 0.34 | 0.52 | 0.32 | 0.36 | 0.27 | 0.33 | 0.41 | 0.31 | 0.31 | 0.28 | 0.41 | 0.30 | 0.35 | 0.39 | 0.41 | 0.36 | 0.46 | 0.47 | 0.28 | 0.44 | 0.39 | 0.45 | 0.40 | 0.38 | 0.37 | 0.47 | 0.40 | 0.54 |
| MSTR | 0.48 | 0.09 | 0.15 | 0.23 | 0.20 | 0.25 | 0.24 | 0.35 | 0.32 | 1.00 | 0.25 | 0.28 | 0.27 | 0.33 | 0.39 | 0.39 | 0.43 | 0.38 | 0.31 | 0.32 | 0.39 | 0.29 | 0.34 | 0.32 | 0.32 | 0.40 | 0.41 | 0.35 | 0.32 | 0.39 | 0.32 | 0.28 | 0.42 | 0.33 | 0.41 | 0.39 | 0.37 | 0.33 | 0.39 | 0.34 | 0.42 | 0.37 | 0.37 | 0.37 | 0.33 | 0.40 | 0.38 | 0.40 | 0.42 | 0.40 | 0.43 | 0.60 |
| LPLA | 0.45 | 0.03 | 0.23 | 0.17 | 0.29 | 0.31 | 0.18 | 0.29 | 0.23 | 0.25 | 1.00 | 0.33 | 0.38 | 0.26 | 0.34 | 0.23 | 0.31 | 0.39 | 0.31 | 0.37 | 0.31 | 0.33 | 0.28 | 0.39 | 0.26 | 0.30 | 0.36 | 0.40 | 0.36 | 0.37 | 0.36 | 0.51 | 0.37 | 0.38 | 0.39 | 0.40 | 0.33 | 0.34 | 0.41 | 0.42 | 0.39 | 0.40 | 0.39 | 0.48 | 0.41 | 0.44 | 0.44 | 0.49 | 0.53 | 0.49 | 0.51 | 0.53 |
| XPO | 0.49 | 0.20 | 0.21 | 0.14 | 0.29 | 0.31 | 0.27 | 0.26 | 0.36 | 0.28 | 0.33 | 1.00 | 0.30 | 0.31 | 0.31 | 0.31 | 0.37 | 0.39 | 0.46 | 0.27 | 0.32 | 0.43 | 0.37 | 0.33 | 0.37 | 0.40 | 0.32 | 0.43 | 0.31 | 0.44 | 0.43 | 0.44 | 0.32 | 0.44 | 0.39 | 0.36 | 0.34 | 0.34 | 0.33 | 0.43 | 0.35 | 0.34 | 0.42 | 0.50 | 0.41 | 0.51 | 0.37 | 0.48 | 0.45 | 0.43 | 0.51 | 0.55 |
| FTNT | 0.48 | 0.11 | 0.20 | 0.20 | 0.32 | 0.32 | 0.25 | 0.30 | 0.21 | 0.27 | 0.38 | 0.30 | 1.00 | 0.38 | 0.28 | 0.38 | 0.35 | 0.37 | 0.30 | 0.33 | 0.43 | 0.26 | 0.36 | 0.42 | 0.40 | 0.32 | 0.36 | 0.39 | 0.61 | 0.38 | 0.39 | 0.36 | 0.41 | 0.51 | 0.34 | 0.44 | 0.43 | 0.36 | 0.39 | 0.42 | 0.38 | 0.33 | 0.55 | 0.35 | 0.44 | 0.31 | 0.42 | 0.40 | 0.42 | 0.41 | 0.45 | 0.55 |
| BSX | 0.52 | 0.26 | 0.35 | 0.39 | 0.27 | 0.29 | 0.43 | 0.27 | 0.19 | 0.33 | 0.26 | 0.31 | 0.38 | 1.00 | 0.26 | 0.35 | 0.30 | 0.37 | 0.43 | 0.36 | 0.43 | 0.30 | 0.38 | 0.44 | 0.47 | 0.32 | 0.30 | 0.36 | 0.41 | 0.44 | 0.44 | 0.36 | 0.30 | 0.39 | 0.38 | 0.42 | 0.33 | 0.30 | 0.37 | 0.43 | 0.31 | 0.38 | 0.45 | 0.36 | 0.36 | 0.42 | 0.41 | 0.37 | 0.44 | 0.44 | 0.49 | 0.52 |
| TSLA | 0.59 | 0.01 | 0.23 | 0.19 | 0.24 | 0.26 | 0.34 | 0.38 | 0.31 | 0.39 | 0.34 | 0.31 | 0.28 | 0.26 | 1.00 | 0.48 | 0.41 | 0.39 | 0.34 | 0.29 | 0.42 | 0.31 | 0.36 | 0.32 | 0.37 | 0.39 | 0.43 | 0.33 | 0.35 | 0.37 | 0.43 | 0.39 | 0.48 | 0.37 | 0.41 | 0.39 | 0.49 | 0.48 | 0.44 | 0.38 | 0.44 | 0.40 | 0.37 | 0.44 | 0.41 | 0.42 | 0.38 | 0.40 | 0.40 | 0.37 | 0.43 | 0.59 |
| GOOG | 0.63 | 0.08 | 0.18 | 0.18 | 0.24 | 0.25 | 0.30 | 0.39 | 0.30 | 0.39 | 0.23 | 0.31 | 0.38 | 0.35 | 0.48 | 1.00 | 0.47 | 0.36 | 0.27 | 0.38 | 0.41 | 0.26 | 0.57 | 0.39 | 0.47 | 0.37 | 0.47 | 0.34 | 0.41 | 0.33 | 0.40 | 0.37 | 0.38 | 0.44 | 0.38 | 0.36 | 0.63 | 0.47 | 0.47 | 0.38 | 0.44 | 0.34 | 0.45 | 0.35 | 0.44 | 0.37 | 0.38 | 0.42 | 0.43 | 0.37 | 0.44 | 0.58 |
| TTD | 0.51 | 0.09 | 0.18 | 0.18 | 0.19 | 0.23 | 0.33 | 0.44 | 0.36 | 0.43 | 0.31 | 0.37 | 0.35 | 0.30 | 0.41 | 0.47 | 1.00 | 0.42 | 0.27 | 0.37 | 0.41 | 0.31 | 0.45 | 0.44 | 0.36 | 0.39 | 0.50 | 0.41 | 0.43 | 0.44 | 0.33 | 0.31 | 0.41 | 0.43 | 0.42 | 0.36 | 0.46 | 0.41 | 0.45 | 0.44 | 0.44 | 0.39 | 0.48 | 0.38 | 0.44 | 0.43 | 0.43 | 0.41 | 0.39 | 0.39 | 0.45 | 0.60 |
| LYV | 0.56 | 0.27 | 0.23 | 0.27 | 0.35 | 0.38 | 0.36 | 0.27 | 0.35 | 0.38 | 0.39 | 0.39 | 0.37 | 0.37 | 0.39 | 0.36 | 0.42 | 1.00 | 0.42 | 0.31 | 0.41 | 0.40 | 0.33 | 0.41 | 0.34 | 0.38 | 0.40 | 0.41 | 0.35 | 0.50 | 0.39 | 0.53 | 0.35 | 0.38 | 0.48 | 0.31 | 0.37 | 0.32 | 0.36 | 0.42 | 0.37 | 0.33 | 0.40 | 0.51 | 0.33 | 0.46 | 0.29 | 0.43 | 0.45 | 0.41 | 0.48 | 0.55 |
| CBRE | 0.57 | 0.30 | 0.30 | 0.29 | 0.29 | 0.33 | 0.33 | 0.27 | 0.47 | 0.31 | 0.31 | 0.46 | 0.30 | 0.43 | 0.34 | 0.27 | 0.27 | 0.42 | 1.00 | 0.29 | 0.24 | 0.58 | 0.27 | 0.33 | 0.38 | 0.41 | 0.24 | 0.44 | 0.33 | 0.40 | 0.54 | 0.48 | 0.31 | 0.44 | 0.42 | 0.32 | 0.33 | 0.32 | 0.35 | 0.47 | 0.36 | 0.44 | 0.43 | 0.59 | 0.34 | 0.63 | 0.35 | 0.47 | 0.50 | 0.43 | 0.59 | 0.55 |
| CEG | 0.52 | -0.02 | 0.18 | 0.22 | 0.11 | 0.12 | 0.28 | 0.39 | 0.41 | 0.32 | 0.37 | 0.27 | 0.33 | 0.36 | 0.29 | 0.38 | 0.37 | 0.31 | 0.29 | 1.00 | 0.40 | 0.41 | 0.52 | 0.40 | 0.46 | 0.38 | 0.53 | 0.32 | 0.41 | 0.40 | 0.24 | 0.33 | 0.46 | 0.34 | 0.36 | 0.45 | 0.40 | 0.53 | 0.54 | 0.34 | 0.51 | 0.61 | 0.40 | 0.35 | 0.61 | 0.41 | 0.68 | 0.52 | 0.52 | 0.63 | 0.52 | 0.63 |
| NFLX | 0.56 | 0.16 | 0.26 | 0.31 | 0.36 | 0.33 | 0.41 | 0.40 | 0.24 | 0.39 | 0.31 | 0.32 | 0.43 | 0.43 | 0.42 | 0.41 | 0.41 | 0.41 | 0.24 | 0.40 | 1.00 | 0.32 | 0.46 | 0.45 | 0.42 | 0.32 | 0.54 | 0.41 | 0.47 | 0.45 | 0.38 | 0.32 | 0.49 | 0.48 | 0.37 | 0.46 | 0.50 | 0.48 | 0.42 | 0.37 | 0.45 | 0.38 | 0.55 | 0.32 | 0.49 | 0.35 | 0.44 | 0.39 | 0.42 | 0.44 | 0.49 | 0.62 |
| LII | 0.64 | 0.23 | 0.23 | 0.32 | 0.31 | 0.32 | 0.37 | 0.23 | 0.52 | 0.29 | 0.33 | 0.43 | 0.26 | 0.30 | 0.31 | 0.26 | 0.31 | 0.40 | 0.58 | 0.41 | 0.32 | 1.00 | 0.32 | 0.40 | 0.35 | 0.46 | 0.30 | 0.51 | 0.38 | 0.47 | 0.48 | 0.46 | 0.34 | 0.38 | 0.40 | 0.40 | 0.32 | 0.45 | 0.38 | 0.51 | 0.41 | 0.56 | 0.39 | 0.50 | 0.44 | 0.60 | 0.46 | 0.54 | 0.52 | 0.57 | 0.55 | 0.60 |
| META | 0.58 | 0.09 | 0.26 | 0.21 | 0.27 | 0.25 | 0.40 | 0.45 | 0.37 | 0.34 | 0.28 | 0.37 | 0.36 | 0.38 | 0.36 | 0.57 | 0.45 | 0.33 | 0.27 | 0.52 | 0.46 | 0.32 | 1.00 | 0.38 | 0.54 | 0.41 | 0.51 | 0.41 | 0.43 | 0.36 | 0.32 | 0.31 | 0.47 | 0.44 | 0.36 | 0.42 | 0.64 | 0.53 | 0.43 | 0.37 | 0.45 | 0.43 | 0.50 | 0.35 | 0.53 | 0.34 | 0.49 | 0.48 | 0.46 | 0.47 | 0.50 | 0.62 |
| GDDY | 0.56 | 0.16 | 0.20 | 0.28 | 0.34 | 0.33 | 0.36 | 0.33 | 0.26 | 0.32 | 0.39 | 0.33 | 0.42 | 0.44 | 0.32 | 0.39 | 0.44 | 0.41 | 0.33 | 0.40 | 0.45 | 0.40 | 0.38 | 1.00 | 0.41 | 0.39 | 0.42 | 0.46 | 0.49 | 0.43 | 0.36 | 0.44 | 0.34 | 0.49 | 0.41 | 0.44 | 0.42 | 0.39 | 0.39 | 0.50 | 0.40 | 0.48 | 0.51 | 0.43 | 0.47 | 0.44 | 0.47 | 0.51 | 0.52 | 0.51 | 0.52 | 0.61 |
| NTRA | 0.57 | 0.01 | 0.25 | 0.26 | 0.26 | 0.27 | 0.38 | 0.37 | 0.34 | 0.32 | 0.26 | 0.37 | 0.40 | 0.47 | 0.37 | 0.47 | 0.36 | 0.34 | 0.38 | 0.46 | 0.42 | 0.35 | 0.54 | 0.41 | 1.00 | 0.44 | 0.42 | 0.40 | 0.42 | 0.38 | 0.39 | 0.39 | 0.38 | 0.45 | 0.41 | 0.46 | 0.53 | 0.46 | 0.50 | 0.38 | 0.52 | 0.44 | 0.47 | 0.39 | 0.49 | 0.44 | 0.52 | 0.45 | 0.46 | 0.52 | 0.52 | 0.65 |
| DECK | 0.58 | 0.09 | 0.23 | 0.25 | 0.29 | 0.32 | 0.37 | 0.37 | 0.52 | 0.40 | 0.30 | 0.40 | 0.32 | 0.32 | 0.39 | 0.37 | 0.39 | 0.38 | 0.41 | 0.38 | 0.32 | 0.46 | 0.41 | 0.39 | 0.44 | 1.00 | 0.38 | 0.44 | 0.34 | 0.42 | 0.53 | 0.44 | 0.40 | 0.41 | 0.49 | 0.45 | 0.42 | 0.43 | 0.44 | 0.46 | 0.46 | 0.51 | 0.40 | 0.47 | 0.46 | 0.48 | 0.48 | 0.46 | 0.47 | 0.50 | 0.53 | 0.65 |
| APP | 0.54 | -0.05 | 0.15 | 0.27 | 0.21 | 0.22 | 0.29 | 0.43 | 0.32 | 0.41 | 0.36 | 0.32 | 0.36 | 0.30 | 0.43 | 0.47 | 0.50 | 0.40 | 0.24 | 0.53 | 0.54 | 0.30 | 0.51 | 0.42 | 0.42 | 0.38 | 1.00 | 0.36 | 0.41 | 0.40 | 0.29 | 0.34 | 0.56 | 0.45 | 0.45 | 0.46 | 0.50 | 0.50 | 0.47 | 0.37 | 0.53 | 0.49 | 0.45 | 0.42 | 0.53 | 0.42 | 0.52 | 0.53 | 0.48 | 0.53 | 0.52 | 0.68 |
| MANH | 0.62 | 0.22 | 0.22 | 0.34 | 0.33 | 0.35 | 0.32 | 0.28 | 0.36 | 0.35 | 0.40 | 0.43 | 0.39 | 0.36 | 0.33 | 0.34 | 0.41 | 0.41 | 0.44 | 0.32 | 0.41 | 0.51 | 0.41 | 0.46 | 0.40 | 0.44 | 0.36 | 1.00 | 0.57 | 0.42 | 0.49 | 0.39 | 0.42 | 0.50 | 0.39 | 0.43 | 0.44 | 0.42 | 0.38 | 0.47 | 0.44 | 0.45 | 0.50 | 0.49 | 0.45 | 0.48 | 0.41 | 0.45 | 0.45 | 0.45 | 0.50 | 0.60 |
| PANW | 0.59 | 0.10 | 0.21 | 0.30 | 0.33 | 0.32 | 0.38 | 0.32 | 0.27 | 0.32 | 0.36 | 0.31 | 0.61 | 0.41 | 0.35 | 0.41 | 0.43 | 0.35 | 0.33 | 0.41 | 0.47 | 0.38 | 0.43 | 0.49 | 0.42 | 0.34 | 0.41 | 0.57 | 1.00 | 0.44 | 0.38 | 0.33 | 0.47 | 0.53 | 0.40 | 0.52 | 0.48 | 0.47 | 0.42 | 0.48 | 0.48 | 0.43 | 0.61 | 0.40 | 0.53 | 0.38 | 0.48 | 0.46 | 0.46 | 0.47 | 0.48 | 0.62 |
| BKNG | 0.60 | 0.19 | 0.22 | 0.26 | 0.36 | 0.36 | 0.35 | 0.28 | 0.33 | 0.39 | 0.37 | 0.44 | 0.38 | 0.44 | 0.37 | 0.33 | 0.44 | 0.50 | 0.40 | 0.40 | 0.45 | 0.47 | 0.36 | 0.43 | 0.38 | 0.42 | 0.40 | 0.42 | 0.44 | 1.00 | 0.40 | 0.48 | 0.44 | 0.39 | 0.59 | 0.44 | 0.37 | 0.41 | 0.40 | 0.62 | 0.37 | 0.43 | 0.41 | 0.44 | 0.44 | 0.50 | 0.45 | 0.46 | 0.48 | 0.50 | 0.54 | 0.60 |
| GRMN | 0.64 | 0.27 | 0.26 | 0.29 | 0.35 | 0.37 | 0.39 | 0.36 | 0.41 | 0.32 | 0.36 | 0.43 | 0.39 | 0.44 | 0.43 | 0.40 | 0.33 | 0.39 | 0.54 | 0.24 | 0.38 | 0.48 | 0.32 | 0.36 | 0.39 | 0.53 | 0.29 | 0.49 | 0.38 | 0.40 | 1.00 | 0.54 | 0.40 | 0.44 | 0.50 | 0.44 | 0.45 | 0.36 | 0.42 | 0.50 | 0.41 | 0.46 | 0.46 | 0.55 | 0.35 | 0.55 | 0.36 | 0.47 | 0.50 | 0.46 | 0.54 | 0.60 |
| AXP | 0.61 | 0.17 | 0.23 | 0.28 | 0.38 | 0.40 | 0.30 | 0.24 | 0.31 | 0.28 | 0.51 | 0.44 | 0.36 | 0.36 | 0.39 | 0.37 | 0.31 | 0.53 | 0.48 | 0.33 | 0.32 | 0.46 | 0.31 | 0.44 | 0.39 | 0.44 | 0.34 | 0.39 | 0.33 | 0.48 | 0.54 | 1.00 | 0.41 | 0.43 | 0.52 | 0.41 | 0.40 | 0.36 | 0.40 | 0.56 | 0.44 | 0.41 | 0.45 | 0.66 | 0.42 | 0.63 | 0.41 | 0.62 | 0.65 | 0.52 | 0.66 | 0.61 |
| PLTR | 0.60 | 0.07 | 0.22 | 0.28 | 0.30 | 0.30 | 0.32 | 0.41 | 0.31 | 0.42 | 0.37 | 0.32 | 0.41 | 0.30 | 0.48 | 0.38 | 0.41 | 0.35 | 0.31 | 0.46 | 0.49 | 0.34 | 0.47 | 0.34 | 0.38 | 0.40 | 0.56 | 0.42 | 0.47 | 0.44 | 0.40 | 0.41 | 1.00 | 0.47 | 0.43 | 0.60 | 0.51 | 0.53 | 0.44 | 0.42 | 0.55 | 0.48 | 0.54 | 0.49 | 0.53 | 0.42 | 0.51 | 0.53 | 0.48 | 0.48 | 0.54 | 0.67 |
| CRM | 0.60 | 0.16 | 0.17 | 0.27 | 0.32 | 0.33 | 0.30 | 0.38 | 0.28 | 0.33 | 0.38 | 0.44 | 0.51 | 0.39 | 0.37 | 0.44 | 0.43 | 0.38 | 0.44 | 0.34 | 0.48 | 0.38 | 0.44 | 0.49 | 0.45 | 0.41 | 0.45 | 0.50 | 0.53 | 0.39 | 0.44 | 0.43 | 0.47 | 1.00 | 0.42 | 0.48 | 0.54 | 0.46 | 0.43 | 0.46 | 0.45 | 0.36 | 0.70 | 0.45 | 0.51 | 0.48 | 0.44 | 0.46 | 0.46 | 0.43 | 0.53 | 0.64 |
| RCL | 0.59 | 0.09 | 0.23 | 0.15 | 0.41 | 0.44 | 0.37 | 0.31 | 0.41 | 0.41 | 0.39 | 0.39 | 0.34 | 0.38 | 0.41 | 0.38 | 0.42 | 0.48 | 0.42 | 0.36 | 0.37 | 0.40 | 0.36 | 0.41 | 0.41 | 0.49 | 0.45 | 0.39 | 0.40 | 0.59 | 0.50 | 0.52 | 0.43 | 0.42 | 1.00 | 0.50 | 0.42 | 0.43 | 0.48 | 0.55 | 0.48 | 0.48 | 0.45 | 0.50 | 0.42 | 0.50 | 0.49 | 0.49 | 0.55 | 0.53 | 0.55 | 0.64 |
| AXON | 0.57 | 0.07 | 0.23 | 0.27 | 0.29 | 0.28 | 0.32 | 0.38 | 0.30 | 0.39 | 0.40 | 0.36 | 0.44 | 0.42 | 0.39 | 0.36 | 0.36 | 0.31 | 0.32 | 0.45 | 0.46 | 0.40 | 0.42 | 0.44 | 0.46 | 0.45 | 0.46 | 0.43 | 0.52 | 0.44 | 0.44 | 0.41 | 0.60 | 0.48 | 0.50 | 1.00 | 0.44 | 0.49 | 0.50 | 0.51 | 0.53 | 0.52 | 0.53 | 0.43 | 0.57 | 0.44 | 0.60 | 0.50 | 0.51 | 0.56 | 0.55 | 0.69 |
| AMZN | 0.68 | 0.06 | 0.25 | 0.17 | 0.31 | 0.31 | 0.37 | 0.47 | 0.35 | 0.37 | 0.33 | 0.34 | 0.43 | 0.33 | 0.49 | 0.63 | 0.46 | 0.37 | 0.33 | 0.40 | 0.50 | 0.32 | 0.64 | 0.42 | 0.53 | 0.42 | 0.50 | 0.44 | 0.48 | 0.37 | 0.45 | 0.40 | 0.51 | 0.54 | 0.42 | 0.44 | 1.00 | 0.55 | 0.51 | 0.43 | 0.51 | 0.43 | 0.59 | 0.39 | 0.56 | 0.41 | 0.48 | 0.47 | 0.49 | 0.47 | 0.52 | 0.67 |
| AVGO | 0.70 | -0.05 | 0.13 | 0.18 | 0.24 | 0.23 | 0.37 | 0.43 | 0.39 | 0.33 | 0.34 | 0.34 | 0.36 | 0.30 | 0.48 | 0.47 | 0.41 | 0.32 | 0.32 | 0.53 | 0.48 | 0.45 | 0.53 | 0.39 | 0.46 | 0.43 | 0.50 | 0.42 | 0.47 | 0.41 | 0.36 | 0.36 | 0.53 | 0.46 | 0.43 | 0.49 | 0.55 | 1.00 | 0.65 | 0.42 | 0.65 | 0.57 | 0.51 | 0.40 | 0.72 | 0.39 | 0.65 | 0.49 | 0.46 | 0.58 | 0.52 | 0.69 |
| MRVL | 0.65 | -0.03 | 0.14 | 0.20 | 0.28 | 0.28 | 0.33 | 0.43 | 0.41 | 0.39 | 0.41 | 0.33 | 0.39 | 0.37 | 0.44 | 0.47 | 0.45 | 0.36 | 0.35 | 0.54 | 0.42 | 0.38 | 0.43 | 0.39 | 0.50 | 0.44 | 0.47 | 0.38 | 0.42 | 0.40 | 0.42 | 0.40 | 0.44 | 0.43 | 0.48 | 0.50 | 0.51 | 0.65 | 1.00 | 0.42 | 0.66 | 0.56 | 0.49 | 0.43 | 0.62 | 0.47 | 0.60 | 0.49 | 0.49 | 0.59 | 0.53 | 0.68 |
| MAR | 0.64 | 0.21 | 0.27 | 0.27 | 0.45 | 0.46 | 0.34 | 0.24 | 0.36 | 0.34 | 0.42 | 0.43 | 0.42 | 0.43 | 0.38 | 0.38 | 0.44 | 0.42 | 0.47 | 0.34 | 0.37 | 0.51 | 0.37 | 0.50 | 0.38 | 0.46 | 0.37 | 0.47 | 0.48 | 0.62 | 0.50 | 0.56 | 0.42 | 0.46 | 0.55 | 0.51 | 0.43 | 0.42 | 0.42 | 1.00 | 0.45 | 0.49 | 0.46 | 0.52 | 0.47 | 0.56 | 0.45 | 0.51 | 0.52 | 0.52 | 0.59 | 0.64 |
| COHR | 0.65 | 0.01 | 0.17 | 0.18 | 0.29 | 0.29 | 0.33 | 0.43 | 0.46 | 0.42 | 0.39 | 0.35 | 0.38 | 0.31 | 0.44 | 0.44 | 0.44 | 0.37 | 0.36 | 0.51 | 0.45 | 0.41 | 0.45 | 0.40 | 0.52 | 0.46 | 0.53 | 0.44 | 0.48 | 0.37 | 0.41 | 0.44 | 0.55 | 0.45 | 0.48 | 0.53 | 0.51 | 0.65 | 0.66 | 0.45 | 1.00 | 0.58 | 0.45 | 0.50 | 0.65 | 0.46 | 0.63 | 0.53 | 0.50 | 0.62 | 0.55 | 0.72 |
| PWR | 0.63 | 0.01 | 0.16 | 0.33 | 0.26 | 0.28 | 0.28 | 0.39 | 0.47 | 0.37 | 0.40 | 0.34 | 0.33 | 0.38 | 0.40 | 0.34 | 0.39 | 0.33 | 0.44 | 0.61 | 0.38 | 0.56 | 0.43 | 0.48 | 0.44 | 0.51 | 0.49 | 0.45 | 0.43 | 0.43 | 0.46 | 0.41 | 0.48 | 0.36 | 0.48 | 0.52 | 0.43 | 0.57 | 0.56 | 0.49 | 0.58 | 1.00 | 0.43 | 0.53 | 0.62 | 0.52 | 0.70 | 0.60 | 0.57 | 0.76 | 0.62 | 0.71 |
| NOW | 0.62 | 0.10 | 0.22 | 0.28 | 0.25 | 0.26 | 0.35 | 0.39 | 0.28 | 0.37 | 0.39 | 0.42 | 0.55 | 0.45 | 0.37 | 0.45 | 0.48 | 0.40 | 0.43 | 0.40 | 0.55 | 0.39 | 0.50 | 0.51 | 0.47 | 0.40 | 0.45 | 0.50 | 0.61 | 0.41 | 0.46 | 0.45 | 0.54 | 0.70 | 0.45 | 0.53 | 0.59 | 0.51 | 0.49 | 0.46 | 0.45 | 0.43 | 1.00 | 0.47 | 0.58 | 0.53 | 0.51 | 0.51 | 0.51 | 0.50 | 0.60 | 0.69 |
| JEF | 0.63 | 0.17 | 0.22 | 0.27 | 0.41 | 0.45 | 0.27 | 0.31 | 0.44 | 0.37 | 0.48 | 0.50 | 0.35 | 0.36 | 0.44 | 0.35 | 0.38 | 0.51 | 0.59 | 0.35 | 0.32 | 0.50 | 0.35 | 0.43 | 0.39 | 0.47 | 0.42 | 0.49 | 0.40 | 0.44 | 0.55 | 0.66 | 0.49 | 0.45 | 0.50 | 0.43 | 0.39 | 0.40 | 0.43 | 0.52 | 0.50 | 0.53 | 0.47 | 1.00 | 0.48 | 0.69 | 0.48 | 0.64 | 0.66 | 0.58 | 0.68 | 0.68 |
| ANET | 0.66 | 0.02 | 0.18 | 0.21 | 0.25 | 0.24 | 0.34 | 0.46 | 0.39 | 0.33 | 0.41 | 0.41 | 0.44 | 0.36 | 0.41 | 0.44 | 0.44 | 0.33 | 0.34 | 0.61 | 0.49 | 0.44 | 0.53 | 0.47 | 0.49 | 0.46 | 0.53 | 0.45 | 0.53 | 0.44 | 0.35 | 0.42 | 0.53 | 0.51 | 0.42 | 0.57 | 0.56 | 0.72 | 0.62 | 0.47 | 0.65 | 0.62 | 0.58 | 0.48 | 1.00 | 0.43 | 0.72 | 0.51 | 0.49 | 0.68 | 0.57 | 0.74 |
| BX | 0.65 | 0.18 | 0.22 | 0.33 | 0.32 | 0.36 | 0.31 | 0.30 | 0.45 | 0.40 | 0.44 | 0.51 | 0.31 | 0.42 | 0.42 | 0.37 | 0.43 | 0.46 | 0.63 | 0.41 | 0.35 | 0.60 | 0.34 | 0.44 | 0.44 | 0.48 | 0.42 | 0.48 | 0.38 | 0.50 | 0.55 | 0.63 | 0.42 | 0.48 | 0.50 | 0.44 | 0.41 | 0.39 | 0.47 | 0.56 | 0.46 | 0.52 | 0.53 | 0.69 | 0.43 | 1.00 | 0.51 | 0.71 | 0.69 | 0.60 | 0.80 | 0.69 |
| VRT | 0.62 | -0.02 | 0.18 | 0.24 | 0.24 | 0.25 | 0.29 | 0.45 | 0.40 | 0.38 | 0.44 | 0.37 | 0.42 | 0.41 | 0.38 | 0.38 | 0.43 | 0.29 | 0.35 | 0.68 | 0.44 | 0.46 | 0.49 | 0.47 | 0.52 | 0.48 | 0.52 | 0.41 | 0.48 | 0.45 | 0.36 | 0.41 | 0.51 | 0.44 | 0.49 | 0.60 | 0.48 | 0.65 | 0.60 | 0.45 | 0.63 | 0.70 | 0.51 | 0.48 | 0.72 | 0.51 | 1.00 | 0.62 | 0.60 | 0.77 | 0.63 | 0.75 |
| ARES | 0.63 | 0.08 | 0.21 | 0.42 | 0.36 | 0.37 | 0.28 | 0.41 | 0.38 | 0.40 | 0.49 | 0.48 | 0.40 | 0.37 | 0.40 | 0.42 | 0.41 | 0.43 | 0.47 | 0.52 | 0.39 | 0.54 | 0.48 | 0.51 | 0.45 | 0.46 | 0.53 | 0.45 | 0.46 | 0.46 | 0.47 | 0.62 | 0.53 | 0.46 | 0.49 | 0.50 | 0.47 | 0.49 | 0.49 | 0.51 | 0.53 | 0.60 | 0.51 | 0.64 | 0.51 | 0.71 | 0.62 | 1.00 | 0.74 | 0.67 | 0.81 | 0.74 |
| APO | 0.61 | 0.14 | 0.24 | 0.33 | 0.37 | 0.39 | 0.29 | 0.40 | 0.37 | 0.42 | 0.53 | 0.45 | 0.42 | 0.44 | 0.40 | 0.43 | 0.39 | 0.45 | 0.50 | 0.52 | 0.42 | 0.52 | 0.46 | 0.52 | 0.46 | 0.47 | 0.48 | 0.45 | 0.46 | 0.48 | 0.50 | 0.65 | 0.48 | 0.46 | 0.55 | 0.51 | 0.49 | 0.46 | 0.49 | 0.52 | 0.50 | 0.57 | 0.51 | 0.66 | 0.49 | 0.69 | 0.60 | 0.74 | 1.00 | 0.65 | 0.80 | 0.74 |
| FIX | 0.66 | 0.05 | 0.22 | 0.27 | 0.32 | 0.33 | 0.32 | 0.37 | 0.47 | 0.40 | 0.49 | 0.43 | 0.41 | 0.44 | 0.37 | 0.37 | 0.39 | 0.41 | 0.43 | 0.63 | 0.44 | 0.57 | 0.47 | 0.51 | 0.52 | 0.50 | 0.53 | 0.45 | 0.47 | 0.50 | 0.46 | 0.52 | 0.48 | 0.43 | 0.53 | 0.56 | 0.47 | 0.58 | 0.59 | 0.52 | 0.62 | 0.76 | 0.50 | 0.58 | 0.68 | 0.60 | 0.77 | 0.67 | 0.65 | 1.00 | 0.68 | 0.77 |
| KKR | 0.70 | 0.17 | 0.21 | 0.39 | 0.40 | 0.42 | 0.34 | 0.44 | 0.40 | 0.43 | 0.51 | 0.51 | 0.45 | 0.49 | 0.43 | 0.44 | 0.45 | 0.48 | 0.59 | 0.52 | 0.49 | 0.55 | 0.50 | 0.52 | 0.52 | 0.53 | 0.52 | 0.50 | 0.48 | 0.54 | 0.54 | 0.66 | 0.54 | 0.53 | 0.55 | 0.55 | 0.52 | 0.52 | 0.53 | 0.59 | 0.55 | 0.62 | 0.60 | 0.68 | 0.57 | 0.80 | 0.63 | 0.81 | 0.80 | 0.68 | 1.00 | 0.81 |
| Portfolio | 0.86 | 0.11 | 0.29 | 0.36 | 0.43 | 0.45 | 0.47 | 0.59 | 0.54 | 0.60 | 0.53 | 0.55 | 0.55 | 0.52 | 0.59 | 0.58 | 0.60 | 0.55 | 0.55 | 0.63 | 0.62 | 0.60 | 0.62 | 0.61 | 0.65 | 0.65 | 0.68 | 0.60 | 0.62 | 0.60 | 0.60 | 0.61 | 0.67 | 0.64 | 0.64 | 0.69 | 0.67 | 0.69 | 0.68 | 0.64 | 0.72 | 0.71 | 0.69 | 0.68 | 0.74 | 0.69 | 0.75 | 0.74 | 0.74 | 0.77 | 0.81 | 1.00 |
The correlation results are calculated based on daily price changes starting from Mar 22, 2024