+2,040.3%
VGT vs DG
+577.8%
+1,462.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +0.5% |
| 7D | +1.8% | -2.5% | +4.3% | +2.3% |
| 30D | -0.3% | +1.0% | -1.3% | -0.6% |
| 3M | +3.4% | +20.3% | -17.0% | -0.5% |
| 6M | +35.0% | -11.7% | +46.7% | +37.3% |
| YTD | +28.8% | -2.3% | +31.1% | +28.2% |
| 1Y | +38.0% | +20.0% | +18.0% | +31.3% |
| 3Y | +125.8% | +7.2% | +118.6% | +111.0% |
| 5Y | +134.7% | -37.9% | +172.7% | +150.3% |
| 10Y | +792.6% | +107.3% | +685.3% | +610.9% |
| All | +2,040.3% | +577.8% | +1,462.5% | +1,141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling