+35.3%
VGT vs ROP
-23.7%
+59.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.2% | -4.6% | +4.4% | -0.5% |
| 30D | -0.4% | -1.7% | +1.3% | -0.5% |
| 3M | +4.4% | +17.1% | -12.6% | +4.8% |
| 6M | +32.1% | +10.9% | +21.2% | +32.8% |
| YTD | +28.8% | -12.1% | +40.9% | +30.0% |
| 1Y | +35.3% | -24.2% | +59.6% | +38.5% |
| All | +35.3% | -23.7% | +59.1% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling