+103.8%
VGT vs ROP
-5.1%
+108.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +2.5% | +0.7% | +1.8% | +2.3% |
| 30D | -9.5% | +28.8% | -38.3% | -14.3% |
| 3M | -9.5% | +21.1% | -30.6% | -13.1% |
| 6M | -1.8% | +52.5% | -54.3% | -13.6% |
| YTD | +18.4% | +8.9% | +9.5% | +21.3% |
| 1Y | +18.7% | +8.2% | +10.5% | +22.0% |
| 3Y | +103.8% | -5.2% | +109.0% | +126.9% |
| All | +103.8% | -5.1% | +108.9% | +126.9% |
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