+796.6%
DUK vs VGT
+2,276.4%
-1,479.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -0.1% | +1.5% | -1.6% | -0.5% |
| 30D | +0.2% | +0.5% | -0.3% | 0.0% |
| 3M | -1.9% | +5.3% | -7.1% | -3.8% |
| 6M | -6.5% | +32.4% | -39.0% | -14.9% |
| YTD | +5.4% | +28.6% | -23.2% | -3.4% |
| 1Y | +3.6% | +37.6% | -34.1% | -7.4% |
| 3Y | +48.1% | +125.5% | -77.4% | +8.5% |
| 5Y | +39.6% | +135.2% | -95.6% | -2.3% |
| 10Y | +131.8% | +812.9% | -681.1% | -9.9% |
| All | +796.6% | +2,276.4% | -1,479.8% | +117.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling