+800.0%
VGT vs DLR
+177.5%
+622.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.5% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -0.4% | -4.3% | +3.9% | +1.4% |
| 3M | +4.4% | +3.8% | +0.6% | +2.1% |
| 6M | +32.1% | +5.8% | +26.2% | +27.9% |
| YTD | +28.8% | +23.5% | +5.2% | +16.5% |
| 1Y | +35.3% | +11.1% | +24.3% | +27.9% |
| 3Y | +124.8% | +57.9% | +66.9% | +79.9% |
| 5Y | +137.9% | +44.0% | +94.0% | +93.3% |
| All | +800.0% | +177.5% | +622.5% | +487.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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