+2,267.4%
VGT vs BP
+187.3%
+2,080.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +1.0% | +3.9% | -2.9% | -0.4% |
| 30D | +1.3% | +7.6% | -6.3% | -1.4% |
| 3M | -1.1% | +0.7% | -1.8% | -2.0% |
| 6M | +32.6% | +15.5% | +17.1% | +24.3% |
| YTD | +29.0% | +30.8% | -1.8% | +15.3% |
| 1Y | +39.7% | +34.3% | +5.4% | +23.3% |
| 3Y | +120.9% | +35.1% | +85.9% | +91.1% |
| 5Y | +133.6% | +126.8% | +6.7% | +62.1% |
| 10Y | +792.6% | +123.4% | +669.2% | +474.9% |
| All | +2,267.4% | +187.3% | +2,080.1% | +1,157.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling