+137.9%
VGT vs DD
+56.1%
+81.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -0.2% | -3.5% | +3.3% | +1.4% |
| 30D | -0.4% | -11.7% | +11.2% | +5.3% |
| 3M | +4.4% | -9.2% | +13.7% | +8.9% |
| 6M | +32.1% | -7.2% | +39.3% | +35.7% |
| YTD | +28.8% | +6.6% | +22.2% | +23.3% |
| 1Y | +35.3% | +32.0% | +3.3% | +16.2% |
| 3Y | +124.8% | +42.1% | +82.6% | +79.7% |
| All | +137.9% | +56.1% | +81.8% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling