+135.1%
VGT vs DLR
+39.0%
+96.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.2% |
| 7D | -1.0% | -1.3% | +0.3% | -0.5% |
| 30D | -0.4% | -2.9% | +2.4% | +0.7% |
| 3M | +6.6% | +3.2% | +3.4% | +4.4% |
| 6M | +31.0% | +3.9% | +27.2% | +27.7% |
| YTD | +27.2% | +21.4% | +5.8% | +15.3% |
| 1Y | +34.5% | +9.7% | +24.8% | +27.2% |
| 3Y | +123.1% | +56.5% | +66.6% | +76.3% |
| 5Y | +135.1% | +41.5% | +93.6% | +92.2% |
| All | +135.1% | +39.0% | +96.1% | +92.2% |
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