+2,072.9%
VGT vs BP
+203.1%
+1,869.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | +2.5% | +3.8% | -1.3% | +1.2% |
| 30D | -9.5% | -5.3% | -4.2% | -8.0% |
| 3M | -9.5% | +9.3% | -18.7% | -12.7% |
| 6M | -1.8% | +7.2% | -9.0% | -5.3% |
| YTD | +18.4% | +38.0% | -19.6% | +3.5% |
| 1Y | +18.7% | +33.2% | -14.5% | +4.9% |
| 3Y | +103.8% | +50.3% | +53.5% | +69.6% |
| 5Y | +104.4% | +114.1% | -9.7% | +45.0% |
| 10Y | +716.9% | +140.7% | +576.2% | +410.8% |
| All | +2,072.9% | +203.1% | +1,869.8% | +1,028.2% |
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