+124.4%
VGT vs BWA
+67.1%
+57.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +0.5% | -5.6% | +6.1% | +2.0% |
| 3M | +5.3% | -10.7% | +16.0% | +8.2% |
| 6M | +32.4% | +23.2% | +9.3% | +25.5% |
| YTD | +28.6% | +46.0% | -17.4% | +14.8% |
| 1Y | +37.6% | +51.2% | -13.5% | +21.3% |
| All | +124.4% | +67.1% | +57.3% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling