+728.4%
VGT vs BP
+143.9%
+584.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | +2.5% | +3.8% | -1.3% | +1.5% |
| 30D | -9.5% | -5.3% | -4.2% | -8.4% |
| 3M | -9.5% | +9.3% | -18.7% | -11.9% |
| 6M | -1.8% | +7.2% | -9.0% | -4.4% |
| YTD | +18.4% | +38.0% | -19.6% | +6.3% |
| 1Y | +18.7% | +33.2% | -14.5% | +7.6% |
| 3Y | +103.8% | +50.3% | +53.5% | +75.7% |
| 5Y | +104.4% | +114.1% | -9.7% | +54.8% |
| All | +728.4% | +143.9% | +584.5% | +547.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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