+2,267.4%
VGT vs ROP
+1,805.6%
+461.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +2.2% |
| 7D | +1.0% | -4.4% | +5.4% | +3.4% |
| 30D | +1.3% | +3.2% | -1.9% | -0.6% |
| 3M | -1.1% | +23.1% | -24.2% | -13.1% |
| 6M | +32.6% | +13.3% | +19.3% | +21.1% |
| YTD | +29.0% | -7.9% | +36.8% | +30.9% |
| 1Y | +39.7% | -22.1% | +61.8% | +55.0% |
| 3Y | +120.9% | -16.8% | +137.7% | +135.4% |
| 5Y | +133.6% | -13.5% | +147.1% | +143.3% |
| 10Y | +792.6% | +137.7% | +654.9% | +433.3% |
| All | +2,267.4% | +1,805.6% | +461.8% | +395.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling