+135.1%
VGT vs BAX
-67.5%
+202.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | -1.0% | -5.4% | +4.4% | -0.1% |
| 30D | -0.4% | -12.4% | +11.9% | +1.7% |
| 3M | +6.6% | +19.1% | -12.5% | +3.0% |
| 6M | +31.0% | +38.6% | -7.6% | +22.7% |
| YTD | +27.2% | +26.7% | +0.5% | +20.4% |
| 1Y | +34.5% | +1.0% | +33.4% | +32.4% |
| 3Y | +123.1% | -33.9% | +157.0% | +134.2% |
| 5Y | +135.1% | -67.0% | +202.1% | +201.6% |
| All | +135.1% | -67.5% | +202.5% | +201.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling