+160.4%
BAC vs VGT
+2,283.9%
-2,123.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.4% |
| 7D | +1.1% | +1.0% | +0.1% | +0.1% |
| 30D | -0.4% | +1.3% | -1.7% | -2.1% |
| 3M | +16.9% | -1.1% | +18.0% | +15.5% |
| 6M | +26.6% | +32.6% | -6.0% | -8.5% |
| YTD | +15.8% | +29.0% | -13.2% | -14.3% |
| 1Y | +27.2% | +39.7% | -12.5% | -14.3% |
| 3Y | +132.4% | +120.9% | +11.5% | -10.7% |
| 5Y | +72.6% | +133.6% | -61.0% | -42.5% |
| 10Y | +389.7% | +792.6% | -402.8% | -75.6% |
| All | +160.4% | +2,283.9% | -2,123.5% | -96.6% |
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