+2,044.2%
VGT vs DG
+606.1%
+1,438.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +1.0% | +8.4% | -7.4% | -0.5% |
| 30D | +1.3% | +4.9% | -3.6% | +0.3% |
| 3M | -1.1% | +29.3% | -30.5% | -6.1% |
| 6M | +32.6% | -11.3% | +43.9% | +34.8% |
| YTD | +29.0% | +1.8% | +27.2% | +27.5% |
| 1Y | +39.7% | +25.3% | +14.4% | +31.9% |
| 3Y | +120.9% | +9.1% | +111.8% | +106.3% |
| 5Y | +133.6% | -34.9% | +168.4% | +146.7% |
| 10Y | +792.6% | +108.2% | +684.4% | +611.1% |
| All | +2,044.2% | +606.1% | +1,438.1% | +1,134.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling