+2,072.9%
VGT vs BWA
+532.4%
+1,540.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +2.5% | +4.3% | -1.8% | +1.0% |
| 30D | -9.5% | -13.0% | +3.5% | -4.9% |
| 3M | -9.5% | -24.8% | +15.3% | -0.2% |
| 6M | -1.8% | -23.5% | +21.7% | +7.3% |
| YTD | +18.4% | +13.8% | +4.6% | +10.4% |
| 1Y | +18.7% | +13.4% | +5.3% | +10.7% |
| 3Y | +103.8% | +62.8% | +41.0% | +63.0% |
| 5Y | +104.4% | +28.5% | +75.9% | +73.4% |
| 10Y | +716.9% | +95.4% | +621.5% | +448.8% |
| All | +2,072.9% | +532.4% | +1,540.6% | +712.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling