+95.9%
BAC vs VGT
+107.1%
-11.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.1% |
| 7D | +1.5% | +5.6% | -4.1% | -0.7% |
| 30D | -6.4% | -10.6% | +4.2% | -2.4% |
| 3M | -21.7% | -6.9% | -14.8% | -19.7% |
| 6M | +0.5% | +0.9% | -0.4% | -1.2% |
| YTD | -6.7% | +20.4% | -27.1% | -15.9% |
| 1Y | -4.7% | +17.4% | -22.0% | -13.1% |
| All | +95.9% | +107.1% | -11.1% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling