+2,235.4%
VGT vs BG
+482.2%
+1,753.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -1.0% | +3.7% | -4.8% | -2.0% |
| 30D | -0.4% | +12.3% | -12.8% | -3.5% |
| 3M | +6.6% | -2.2% | +8.8% | +6.7% |
| 6M | +31.0% | +5.3% | +25.7% | +28.2% |
| YTD | +27.2% | +42.4% | -15.2% | +14.8% |
| 1Y | +34.5% | +55.2% | -20.7% | +17.9% |
| 3Y | +123.1% | +21.0% | +102.2% | +105.1% |
| 5Y | +135.1% | +87.1% | +48.0% | +87.5% |
| 10Y | +803.4% | +169.8% | +633.5% | +509.8% |
| All | +2,235.4% | +482.2% | +1,753.1% | +1,160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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