+183.7%
TECH vs VIG
+250.0%
-66.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.7% |
| 7D | -0.4% | -1.1% | +0.6% | +0.7% |
| 30D | 0.0% | -2.7% | +2.7% | +2.9% |
| 3M | +33.7% | +2.5% | +31.1% | +30.0% |
| 6M | +34.9% | +9.2% | +25.7% | +22.6% |
| YTD | +23.2% | +9.8% | +13.3% | +11.7% |
| 1Y | +36.3% | +12.4% | +23.9% | +20.9% |
| 3Y | +2.3% | +55.9% | -53.6% | -33.6% |
| 5Y | -42.9% | +63.9% | -106.8% | -64.2% |
| All | +183.7% | +250.0% | -66.3% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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