+2,267.4%
VGT vs DRI
+2,130.8%
+136.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | +1.0% | +0.6% | +0.4% | +0.8% |
| 30D | +1.3% | +3.8% | -2.6% | -0.1% |
| 3M | -1.1% | +13.0% | -14.2% | -5.4% |
| 6M | +32.6% | +8.3% | +24.3% | +28.3% |
| YTD | +29.0% | +20.6% | +8.4% | +20.2% |
| 1Y | +39.7% | +6.5% | +33.2% | +34.8% |
| 3Y | +120.9% | +53.7% | +67.2% | +87.2% |
| 5Y | +133.6% | +72.7% | +60.9% | +89.5% |
| 10Y | +792.6% | +363.2% | +429.4% | +379.6% |
| All | +2,267.4% | +2,130.8% | +136.6% | +641.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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