+19.9%
VGT vs DT
-5.1%
+25.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | -6.5% | -25.5% | +19.0% | -3.2% |
| 30D | -10.6% | -22.3% | +11.7% | -7.9% |
| 3M | -3.7% | +2.3% | -6.1% | -4.0% |
| 6M | +10.4% | +20.7% | -10.4% | +7.4% |
| YTD | +23.1% | +7.9% | +15.1% | +21.2% |
| 1Y | +19.9% | -5.7% | +25.6% | +20.5% |
| All | +19.9% | -5.1% | +25.0% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling