+2,543.7%
VGT vs DLR
+3,595.7%
-1,051.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.0% | +1.6% | -0.6% | +0.4% |
| 30D | +1.3% | -3.4% | +4.6% | +2.5% |
| 3M | -1.1% | +0.5% | -1.6% | -1.9% |
| 6M | +32.6% | +4.6% | +28.1% | +29.7% |
| YTD | +29.0% | +23.4% | +5.6% | +18.7% |
| 1Y | +39.7% | +19.0% | +20.7% | +30.0% |
| 3Y | +120.9% | +56.5% | +64.4% | +84.6% |
| 5Y | +133.6% | +33.3% | +100.2% | +102.5% |
| 10Y | +792.6% | +165.1% | +627.4% | +498.6% |
| All | +2,543.7% | +3,595.7% | -1,051.9% | +695.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling