+2,072.9%
VGT vs BBWI
+336.5%
+1,736.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.0% |
| 7D | +2.5% | +0.1% | +2.3% | +2.4% |
| 30D | -9.5% | +12.9% | -22.4% | -12.2% |
| 3M | -9.5% | +16.0% | -25.5% | -13.5% |
| 6M | -1.8% | +16.6% | -18.4% | -7.2% |
| YTD | +18.4% | +9.7% | +8.7% | +11.9% |
| 1Y | +18.7% | +1.5% | +17.2% | +12.9% |
| 3Y | +103.8% | -21.4% | +125.2% | +96.5% |
| 5Y | +104.4% | -67.6% | +171.9% | +134.5% |
| 10Y | +716.9% | -46.8% | +763.7% | +612.0% |
| All | +2,072.9% | +336.5% | +1,736.4% | +657.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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