+2,041.3%
VGT vs BR
+1,281.7%
+759.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.5% | -5.0% | +6.5% | +4.0% |
| 30D | +0.5% | -2.5% | +3.0% | +1.5% |
| 3M | +5.3% | +13.5% | -8.2% | -2.5% |
| 6M | +32.4% | -9.4% | +41.9% | +36.7% |
| YTD | +28.6% | -23.3% | +51.9% | +43.5% |
| 1Y | +37.6% | -31.6% | +69.2% | +62.6% |
| 3Y | +125.5% | -5.1% | +130.6% | +120.9% |
| 5Y | +135.2% | +8.2% | +127.0% | +112.8% |
| 10Y | +812.9% | +189.8% | +623.0% | +400.6% |
| All | +2,041.3% | +1,281.7% | +759.6% | +444.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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