+800.0%
TECH vs VO
+797.8%
+2.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +0.2% | -2.6% | +2.7% | +2.0% |
| 30D | +0.3% | -0.9% | +1.3% | +0.9% |
| 3M | +1.3% | -3.0% | +4.3% | +3.4% |
| 6M | +54.0% | +2.2% | +51.8% | +51.3% |
| YTD | +24.3% | +10.6% | +13.7% | +15.7% |
| 1Y | +25.8% | +12.5% | +13.3% | +15.7% |
| 3Y | +26.0% | +61.4% | -35.4% | -8.4% |
| 5Y | -40.1% | +33.4% | -73.5% | -49.9% |
| 10Y | +210.6% | +201.5% | +9.0% | +58.5% |
| All | +800.0% | +797.8% | +2.3% | +71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling