+135.2%
VGT vs ROP
-16.4%
+151.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.5% |
| 7D | +1.5% | -6.1% | +7.6% | +4.5% |
| 30D | +0.5% | -3.4% | +3.9% | +2.0% |
| 3M | +5.3% | +16.7% | -11.4% | -4.7% |
| 6M | +32.4% | +8.1% | +24.4% | +24.7% |
| YTD | +28.6% | -11.7% | +40.3% | +37.3% |
| 1Y | +37.6% | -24.2% | +61.9% | +63.2% |
| 3Y | +125.5% | -19.0% | +144.5% | +149.5% |
| 5Y | +135.2% | -15.9% | +151.1% | +140.4% |
| All | +135.2% | -16.4% | +151.6% | +140.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling