+1,794.9%
VGT vs BAH
+876.9%
+918.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.1% |
| 7D | +1.8% | -4.3% | +6.2% | +3.0% |
| 30D | -0.3% | -4.5% | +4.1% | +0.7% |
| 3M | +3.4% | -7.6% | +11.0% | +4.8% |
| 6M | +35.0% | -10.6% | +45.6% | +37.3% |
| YTD | +28.8% | -12.6% | +41.3% | +30.5% |
| 1Y | +38.0% | -27.0% | +65.0% | +46.4% |
| 3Y | +125.8% | -31.5% | +157.3% | +133.6% |
| 5Y | +134.7% | -3.8% | +138.6% | +112.7% |
| 10Y | +792.6% | +183.9% | +608.7% | +490.9% |
| All | +1,794.9% | +876.9% | +918.0% | +773.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling