+800.0%
VGT vs DGX
+255.3%
+544.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.7% |
| 7D | -0.2% | -0.9% | +0.7% | +0.1% |
| 30D | -0.4% | -1.2% | +0.7% | -0.1% |
| 3M | +4.4% | +15.8% | -11.3% | -0.7% |
| 6M | +32.1% | +18.2% | +13.9% | +24.2% |
| YTD | +28.8% | +37.2% | -8.4% | +14.5% |
| 1Y | +35.3% | +30.4% | +5.0% | +22.1% |
| 3Y | +124.8% | +96.7% | +28.1% | +68.6% |
| 5Y | +137.9% | +67.2% | +70.8% | +88.3% |
| All | +800.0% | +255.3% | +544.6% | +417.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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