+177.6%
TECH vs VO
+192.5%
-14.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.4% |
| 7D | +0.2% | +0.6% | -0.4% | -0.5% |
| 30D | +0.1% | -1.1% | +1.2% | +1.1% |
| 3M | +37.5% | +4.5% | +32.9% | +31.6% |
| 6M | +34.6% | +11.1% | +23.5% | +21.3% |
| YTD | +23.5% | +13.5% | +9.9% | +9.3% |
| 1Y | +34.4% | +14.5% | +19.9% | +18.2% |
| 3Y | +2.3% | +58.1% | -55.8% | -32.4% |
| 5Y | -41.7% | +43.3% | -85.0% | -57.7% |
| 10Y | +177.6% | +193.2% | -15.6% | +10.7% |
| All | +177.6% | +192.5% | -14.8% | +10.7% |
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