+188.9%
TECH vs VCLT
+16.9%
+172.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +0.3% | +0.1% | +0.2% | +0.2% |
| 3M | +32.9% | -2.9% | +35.8% | +35.3% |
| 6M | +32.1% | -4.0% | +36.0% | +35.3% |
| YTD | +23.4% | -2.2% | +25.6% | +25.1% |
| 1Y | +34.1% | -2.6% | +36.6% | +36.3% |
| 3Y | +2.2% | +12.3% | -10.1% | -3.3% |
| 5Y | -41.8% | -16.4% | -25.4% | -39.5% |
| 10Y | +188.9% | +18.1% | +170.8% | +195.1% |
| All | +188.9% | +16.9% | +172.0% | +195.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling