+2,326.6%
VGT vs DLR
+3,455.1%
-1,128.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.0% |
| 7D | +2.5% | +3.3% | -0.9% | +1.3% |
| 30D | -9.5% | +4.6% | -14.1% | -10.9% |
| 3M | -9.5% | -8.3% | -1.2% | -6.7% |
| 6M | -1.8% | -5.6% | +3.9% | -0.4% |
| YTD | +18.4% | +18.7% | -0.3% | +10.5% |
| 1Y | +18.7% | +17.1% | +1.6% | +11.3% |
| 3Y | +103.8% | +54.4% | +49.5% | +71.5% |
| 5Y | +104.4% | +36.5% | +67.9% | +76.2% |
| 10Y | +716.9% | +187.7% | +529.2% | +435.5% |
| All | +2,326.6% | +3,455.1% | -1,128.5% | +640.4% |
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