+800.0%
VGT vs BWA
+156.8%
+643.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.7% |
| 7D | -0.2% | -1.3% | +1.2% | +0.3% |
| 30D | -0.4% | -2.9% | +2.5% | +0.4% |
| 3M | +4.4% | -10.7% | +15.2% | +8.2% |
| 6M | +32.1% | +26.5% | +5.6% | +21.2% |
| YTD | +28.8% | +49.1% | -20.3% | +9.9% |
| 1Y | +35.3% | +52.1% | -16.7% | +14.3% |
| 3Y | +124.8% | +72.6% | +52.2% | +75.9% |
| 5Y | +137.9% | +89.4% | +48.5% | +75.4% |
| All | +800.0% | +156.8% | +643.2% | +470.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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