+116.3%
DAL vs VGT
+734.9%
-618.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.8% | -3.3% |
| 7D | +2.3% | -1.6% | +3.9% | +3.5% |
| 30D | +14.3% | -10.1% | +24.4% | +23.9% |
| 3M | +1.3% | -5.3% | +6.5% | +5.1% |
| 6M | +29.3% | +0.2% | +29.0% | +26.9% |
| YTD | +33.0% | +21.1% | +11.9% | +11.8% |
| 1Y | +59.8% | +18.2% | +41.7% | +36.9% |
| 3Y | +177.2% | +107.4% | +69.8% | +50.0% |
| 5Y | +118.4% | +111.5% | +6.8% | +14.9% |
| All | +116.3% | +734.9% | -618.6% | -65.4% |
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