+2,263.1%
VGT vs DD
+241.8%
+2,021.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +1.8% | -0.6% | +2.4% | +2.1% |
| 30D | -0.3% | -7.4% | +7.1% | +2.7% |
| 3M | +3.4% | -6.4% | +9.8% | +5.9% |
| 6M | +35.0% | -2.5% | +37.5% | +35.6% |
| YTD | +28.8% | +10.2% | +18.5% | +22.8% |
| 1Y | +38.0% | +36.9% | +1.0% | +20.0% |
| 3Y | +125.8% | +47.0% | +78.8% | +86.9% |
| 5Y | +134.7% | +63.1% | +71.6% | +84.7% |
| 10Y | +792.6% | +68.2% | +724.4% | +543.0% |
| All | +2,263.1% | +241.8% | +2,021.3% | +1,057.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling