+404.3%
TECH vs VCLT
+103.4%
+300.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +0.1% | -0.5% | +0.6% | +0.3% |
| 30D | +0.7% | -0.9% | +1.6% | +1.0% |
| 3M | +36.3% | -3.2% | +39.6% | +37.9% |
| 6M | +25.6% | -3.8% | +29.4% | +27.3% |
| YTD | +23.7% | -2.0% | +25.7% | +24.6% |
| 1Y | +37.6% | -0.8% | +38.4% | +38.2% |
| 3Y | -6.6% | +12.3% | -18.9% | -9.1% |
| 5Y | -42.2% | -15.4% | -26.8% | -42.9% |
| 10Y | +187.6% | +15.7% | +171.8% | +195.8% |
| All | +404.3% | +103.4% | +300.9% | +571.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling