+524.7%
TECH vs VIG
+630.3%
-105.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.5% |
| 7D | +0.2% | -1.8% | +1.9% | +1.6% |
| 30D | +0.3% | +2.7% | -2.3% | -2.1% |
| 3M | +1.3% | 0.0% | +1.4% | +1.1% |
| 6M | +54.0% | +6.8% | +47.2% | +45.2% |
| YTD | +24.3% | +12.1% | +12.2% | +12.7% |
| 1Y | +25.8% | +14.8% | +11.0% | +11.9% |
| 3Y | +26.0% | +62.4% | -36.5% | -14.3% |
| 5Y | -40.1% | +59.6% | -99.7% | -58.1% |
| 10Y | +210.6% | +261.5% | -50.9% | +19.6% |
| All | +524.7% | +630.3% | -105.6% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling