+108.5%
VGT vs DLR
+55.0%
+53.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | -1.6% | -2.0% | +0.4% | -0.6% |
| 30D | -10.1% | +0.5% | -10.6% | -10.2% |
| 3M | -5.3% | -4.4% | -0.8% | -3.5% |
| 6M | +0.2% | -6.4% | +6.7% | +2.5% |
| YTD | +21.1% | +19.5% | +1.6% | +10.2% |
| 1Y | +18.2% | +10.5% | +7.6% | +11.4% |
| All | +108.5% | +55.0% | +53.4% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling