+2,267.4%
VGT vs BB
-46.0%
+2,313.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.0% | -5.6% | +6.6% | +2.0% |
| 30D | +1.3% | -11.8% | +13.1% | +3.4% |
| 3M | -1.1% | -25.5% | +24.4% | +2.9% |
| 6M | +32.6% | +121.3% | -88.6% | +13.6% |
| YTD | +29.0% | +103.2% | -74.2% | +12.1% |
| 1Y | +39.7% | +102.6% | -62.9% | +20.8% |
| 3Y | +120.9% | +37.5% | +83.4% | +94.2% |
| 5Y | +133.6% | -30.4% | +164.0% | +122.5% |
| 10Y | +792.6% | 0.0% | +792.6% | +575.9% |
| All | +2,267.4% | -46.0% | +2,313.4% | +1,595.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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