+137.9%
VGT vs DTE
+30.3%
+107.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.4% |
| 7D | -0.2% | -2.6% | +2.4% | +0.2% |
| 30D | -0.4% | -4.4% | +4.0% | +0.2% |
| 3M | +4.4% | -8.3% | +12.8% | +5.6% |
| 6M | +32.1% | -8.1% | +40.1% | +33.2% |
| YTD | +28.8% | +4.4% | +24.4% | +26.4% |
| 1Y | +35.3% | +0.2% | +35.2% | +33.9% |
| 3Y | +124.8% | +42.6% | +82.1% | +99.3% |
| All | +137.9% | +30.3% | +107.6% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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