+124.4%
VGT vs ROP
-18.8%
+143.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | +1.5% | -6.1% | +7.6% | +3.2% |
| 30D | +0.5% | -3.4% | +3.9% | +1.4% |
| 3M | +5.3% | +16.7% | -11.4% | -1.1% |
| 6M | +32.4% | +8.1% | +24.4% | +28.2% |
| YTD | +28.6% | -11.7% | +40.3% | +37.9% |
| 1Y | +37.6% | -24.2% | +61.9% | +61.7% |
| All | +124.4% | -18.8% | +143.2% | +147.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling