+196.7%
TECH vs VO
+206.8%
-10.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.7% | -2.6% |
| 7D | +0.2% | -0.1% | +0.4% | +0.2% |
| 30D | +0.5% | +0.5% | 0.0% | -0.2% |
| 3M | +0.9% | -1.0% | +1.9% | +1.5% |
| 6M | +51.0% | +6.4% | +44.6% | +41.7% |
| YTD | +24.4% | +13.6% | +10.8% | +9.7% |
| 1Y | +27.6% | +14.5% | +13.1% | +11.7% |
| 3Y | +29.9% | +67.2% | -37.3% | -18.6% |
| 5Y | -40.6% | +36.1% | -76.7% | -55.2% |
| 10Y | +196.7% | +199.3% | -2.6% | +24.8% |
| All | +196.7% | +206.8% | -10.1% | +24.8% |
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