+521.7%
TECH vs VIG
+623.5%
-101.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.4% |
| 7D | +0.1% | -0.4% | +0.5% | +0.5% |
| 30D | +0.7% | -1.0% | +1.7% | +1.5% |
| 3M | +36.3% | +2.8% | +33.6% | +33.2% |
| 6M | +25.6% | +8.2% | +17.4% | +17.4% |
| YTD | +23.7% | +11.0% | +12.7% | +13.3% |
| 1Y | +37.6% | +16.1% | +21.5% | +21.6% |
| 3Y | -6.6% | +56.2% | -62.7% | -34.2% |
| 5Y | -42.2% | +63.0% | -105.2% | -60.1% |
| 10Y | +187.6% | +241.4% | -53.9% | +15.8% |
| All | +521.7% | +623.5% | -101.8% | +35.6% |
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