+800.0%
VGT vs BN
+265.2%
+534.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -0.2% | -5.2% | +5.0% | +2.7% |
| 30D | -0.4% | -14.5% | +14.0% | +8.1% |
| 3M | +4.4% | -15.0% | +19.4% | +13.6% |
| 6M | +32.1% | -5.4% | +37.5% | +35.0% |
| YTD | +28.8% | -16.4% | +45.2% | +39.9% |
| 1Y | +35.3% | -16.2% | +51.6% | +46.5% |
| 3Y | +124.8% | +67.5% | +57.2% | +63.3% |
| 5Y | +137.9% | +34.1% | +103.8% | +91.9% |
| All | +800.0% | +265.2% | +534.8% | +333.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling