+128.1%
DAL vs VGT
+732.2%
-604.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.2% | +2.1% | +2.7% |
| 7D | +10.0% | -1.6% | +11.7% | +11.4% |
| 30D | +12.0% | -12.5% | +24.5% | +24.1% |
| 3M | +0.8% | -7.7% | +8.5% | +6.9% |
| 6M | +26.2% | -0.2% | +26.4% | +24.4% |
| YTD | +33.7% | +19.3% | +14.4% | +13.9% |
| 1Y | +57.6% | +18.2% | +39.4% | +35.0% |
| 3Y | +183.5% | +109.6% | +73.8% | +52.4% |
| 5Y | +114.2% | +105.5% | +8.7% | +15.5% |
| 10Y | +128.1% | +716.4% | -588.2% | -59.2% |
| All | +128.1% | +732.2% | -604.1% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 10y: compounded portfolio wealth divided by compounded VGT 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…
10y analysis · Full analysis span regression · 6 months rolling