+2,263.5%
VGT vs DTE
+878.1%
+1,385.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.8% |
| 7D | -0.2% | -2.6% | +2.4% | +1.0% |
| 30D | -0.4% | -4.4% | +4.0% | +1.5% |
| 3M | +4.4% | -8.3% | +12.8% | +8.1% |
| 6M | +32.1% | -8.1% | +40.1% | +35.8% |
| YTD | +28.8% | +4.4% | +24.4% | +24.7% |
| 1Y | +35.3% | +0.2% | +35.2% | +33.3% |
| 3Y | +124.8% | +42.6% | +82.1% | +83.0% |
| 5Y | +137.9% | +31.5% | +106.5% | +99.0% |
| 10Y | +814.2% | +138.2% | +676.0% | +428.4% |
| All | +2,263.5% | +878.1% | +1,385.4% | +465.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling