+1,003.0%
BE vs VGT
+442.3%
+560.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.2% | +5.5% | +4.9% |
| 7D | +9.0% | -0.2% | +9.2% | +9.4% |
| 30D | +16.3% | -0.4% | +16.7% | +17.3% |
| 3M | +10.8% | +4.4% | +6.4% | +8.3% |
| 6M | +73.2% | +32.1% | +41.1% | +23.4% |
| YTD | +217.4% | +28.8% | +188.6% | +137.9% |
| 1Y | +309.8% | +35.3% | +274.4% | +199.4% |
| 3Y | +1,726.2% | +124.8% | +1,601.4% | +568.1% |
| 5Y | +1,306.2% | +137.9% | +1,168.2% | +399.5% |
| All | +1,003.0% | +442.3% | +560.7% | +67.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling