+2,072.9%
VGT vs BAX
+149.0%
+1,924.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | -9.5% | +4.1% | -13.6% | -11.1% |
| 3M | -9.5% | -4.5% | -4.9% | -8.5% |
| 6M | -1.8% | +49.2% | -51.0% | -16.7% |
| YTD | +18.4% | +35.2% | -16.9% | +2.2% |
| 1Y | +18.7% | +38.3% | -19.5% | +1.2% |
| 3Y | +103.8% | -19.0% | +122.8% | +102.5% |
| 5Y | +104.4% | -64.2% | +168.5% | +185.2% |
| 10Y | +716.9% | -35.7% | +752.6% | +745.9% |
| All | +2,072.9% | +149.0% | +1,924.0% | +1,198.6% |
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 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