+800.0%
VGT vs DG
+101.8%
+698.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.0% |
| 7D | -0.2% | -6.5% | +6.3% | +1.0% |
| 30D | -0.4% | +4.2% | -4.6% | -1.2% |
| 3M | +4.4% | +9.5% | -5.1% | +2.4% |
| 6M | +32.1% | -13.1% | +45.2% | +34.6% |
| YTD | +28.8% | -4.8% | +33.6% | +28.9% |
| 1Y | +35.3% | +20.6% | +14.7% | +28.9% |
| 3Y | +124.8% | +4.9% | +119.8% | +111.6% |
| 5Y | +137.9% | -37.9% | +175.8% | +161.0% |
| All | +800.0% | +101.8% | +698.2% | +637.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling