+109.0%
VGT vs DLR
+39.4%
+69.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.3% |
| 3M | -5.3% | -4.4% | -0.8% | -3.5% |
| 6M | +0.2% | -6.4% | +6.7% | +2.4% |
| YTD | +21.1% | +19.5% | +1.6% | +10.3% |
| 1Y | +18.2% | +10.5% | +7.6% | +11.4% |
| 3Y | +107.4% | +54.0% | +53.4% | +64.6% |
| All | +109.0% | +39.4% | +69.6% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling