+789.2%
VGT vs BAH
+207.1%
+582.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.8% | -5.9% | -2.3% |
| 7D | -1.0% | +2.4% | -3.5% | -1.7% |
| 30D | -0.4% | -2.9% | +2.5% | +0.2% |
| 3M | +6.6% | -1.3% | +8.0% | +6.3% |
| 6M | +31.0% | -0.9% | +31.9% | +29.7% |
| YTD | +27.2% | -8.2% | +35.5% | +27.4% |
| 1Y | +34.5% | -24.0% | +58.4% | +41.8% |
| 3Y | +123.1% | -28.1% | +151.2% | +125.2% |
| 5Y | +135.1% | +2.5% | +132.6% | +98.7% |
| All | +789.2% | +207.1% | +582.2% | +454.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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