+137.9%
VGT vs BAH
+2.5%
+135.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -0.2% | +4.3% | -4.4% | -0.7% |
| 30D | -0.4% | -2.5% | +2.0% | -0.2% |
| 3M | +4.4% | -0.9% | +5.4% | +4.5% |
| 6M | +32.1% | +1.5% | +30.6% | +31.3% |
| YTD | +28.8% | -8.0% | +36.7% | +29.3% |
| 1Y | +35.3% | -24.7% | +60.1% | +40.5% |
| 3Y | +124.8% | -28.4% | +153.2% | +123.7% |
| All | +137.9% | +2.5% | +135.4% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling