+124.4%
VGT vs DLR
+58.6%
+65.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.5% | +2.9% | -1.4% | +0.3% |
| 30D | +0.5% | -1.2% | +1.7% | +0.9% |
| 3M | +5.3% | +2.9% | +2.3% | +3.4% |
| 6M | +32.4% | +6.7% | +25.8% | +27.7% |
| YTD | +28.6% | +23.9% | +4.7% | +15.8% |
| 1Y | +37.6% | +18.6% | +19.0% | +25.9% |
| All | +124.4% | +58.6% | +65.8% | +82.3% |
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