+124.4%
VGT vs DD
+42.2%
+82.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.8% |
| 7D | +1.5% | -3.8% | +5.2% | +2.9% |
| 30D | +0.5% | -9.2% | +9.8% | +4.2% |
| 3M | +5.3% | -9.0% | +14.2% | +8.9% |
| 6M | +32.4% | -5.0% | +37.4% | +34.4% |
| YTD | +28.6% | +7.4% | +21.2% | +24.1% |
| 1Y | +37.6% | +35.1% | +2.5% | +20.6% |
| All | +124.4% | +42.2% | +82.3% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 3y: compounded portfolio wealth divided by compounded DD 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…
3y analysis · Full analysis span regression · 6 months rolling