+189.2%
TECH vs VO
+202.1%
-13.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.3% |
| 7D | +0.1% | +0.2% | -0.1% | -0.3% |
| 30D | +0.3% | +2.0% | -1.7% | -1.9% |
| 3M | +1.0% | -0.3% | +1.3% | +0.9% |
| 6M | +54.0% | +7.3% | +46.7% | +43.3% |
| YTD | +24.3% | +15.0% | +9.3% | +8.3% |
| 1Y | +23.7% | +14.7% | +9.0% | +8.1% |
| 3Y | +28.5% | +67.3% | -38.8% | -19.6% |
| 5Y | -41.2% | +38.8% | -80.1% | -56.5% |
| 10Y | +189.2% | +201.6% | -12.4% | +18.6% |
| All | +189.2% | +202.1% | -13.0% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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