+193.4%
DVN vs VGT
+2,251.7%
-2,058.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.2% | +3.0% |
| 7D | +2.5% | -1.0% | +3.6% | +3.4% |
| 30D | +10.2% | -0.4% | +10.6% | +10.2% |
| 3M | +8.1% | +6.6% | +1.5% | +0.3% |
| 6M | +15.9% | +31.0% | -15.2% | -11.8% |
| YTD | +38.2% | +27.2% | +11.0% | +7.1% |
| 1Y | +44.5% | +34.5% | +10.0% | +5.5% |
| 3Y | +5.1% | +123.1% | -118.0% | -53.5% |
| 5Y | +124.3% | +135.1% | -10.8% | -10.3% |
| 10Y | +65.9% | +803.4% | -737.5% | -82.2% |
| All | +193.4% | +2,251.7% | -2,058.3% | -87.8% |
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