+124.4%
VGT vs BP
+37.6%
+86.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.4% |
| 7D | +1.5% | +4.0% | -2.5% | +0.9% |
| 30D | +0.5% | +7.8% | -7.3% | -0.6% |
| 3M | +5.3% | +8.4% | -3.1% | +3.9% |
| 6M | +32.4% | +15.1% | +17.4% | +28.0% |
| YTD | +28.6% | +36.4% | -7.8% | +19.0% |
| 1Y | +37.6% | +40.9% | -3.3% | +25.9% |
| All | +124.4% | +37.6% | +86.8% | +99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling