+406.9%
TECH vs VCLT
+101.0%
+305.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | +0.1% | -0.6% | +0.7% | +0.3% |
| 30D | +0.3% | +2.3% | -1.9% | -0.4% |
| 3M | +1.0% | -0.9% | +1.9% | +1.3% |
| 6M | +54.0% | -3.6% | +57.6% | +55.9% |
| YTD | +24.3% | -3.2% | +27.5% | +25.7% |
| 1Y | +23.7% | -4.2% | +27.9% | +25.5% |
| 3Y | +28.5% | +15.0% | +13.5% | +24.6% |
| 5Y | -41.2% | -16.2% | -25.0% | -41.7% |
| 10Y | +189.2% | +22.4% | +166.8% | +205.2% |
| All | +406.9% | +101.0% | +305.8% | +577.1% |
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 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