+800.0%
VGT vs BAX
-38.1%
+838.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.7% |
| 7D | -0.2% | -7.9% | +7.7% | +2.2% |
| 30D | -0.4% | -11.7% | +11.2% | +3.1% |
| 3M | +4.4% | +16.2% | -11.8% | -1.1% |
| 6M | +32.1% | +32.0% | +0.1% | +19.6% |
| YTD | +28.8% | +24.7% | +4.1% | +17.3% |
| 1Y | +35.3% | -2.6% | +38.0% | +32.8% |
| 3Y | +124.8% | -35.0% | +159.7% | +143.6% |
| 5Y | +137.9% | -67.6% | +205.5% | +249.9% |
| All | +800.0% | -38.1% | +838.1% | +909.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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