+2,267.4%
VGT vs BAX
+149.2%
+2,118.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | +1.0% | -1.1% | +2.1% | +1.4% |
| 30D | +1.3% | -5.5% | +6.7% | +3.2% |
| 3M | -1.1% | +33.5% | -34.7% | -12.1% |
| 6M | +32.6% | +35.9% | -3.2% | +16.4% |
| YTD | +29.0% | +35.4% | -6.4% | +11.8% |
| 1Y | +39.7% | +9.8% | +29.9% | +29.8% |
| 3Y | +120.9% | -32.7% | +153.7% | +137.9% |
| 5Y | +133.6% | -65.6% | +199.1% | +233.2% |
| 10Y | +792.6% | -34.9% | +827.5% | +821.6% |
| All | +2,267.4% | +149.2% | +2,118.2% | +1,321.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling