-100.0%
DFNS vs VGT
+103.7%
-203.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.8% | -5.3% |
| 7D | -6.0% | +2.5% | -8.4% | -6.2% |
| 30D | -71.2% | -9.5% | -61.7% | -70.8% |
| 3M | -94.5% | -9.5% | -85.0% | -94.5% |
| 6M | -96.5% | -1.8% | -94.8% | -96.5% |
| YTD | -99.6% | +18.4% | -118.0% | -99.6% |
| 1Y | -99.7% | +18.7% | -118.4% | -99.7% |
| 3Y | -100.0% | +103.8% | -203.8% | -100.0% |
| All | -100.0% | +103.7% | -203.6% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling