-41.2%
TECH vs VSXY
+119.9%
-161.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +0.1% | +0.8% | -0.7% | -0.1% |
| 30D | +0.3% | +24.0% | -23.7% | -2.9% |
| 3M | +1.0% | +16.7% | -15.7% | -1.8% |
| 6M | +54.0% | +138.6% | -84.6% | +31.3% |
| YTD | +24.3% | +102.8% | -78.5% | +8.1% |
| 1Y | +23.7% | +214.2% | -190.4% | -0.9% |
| 3Y | +28.5% | +461.4% | -432.9% | -13.6% |
| 5Y | -41.2% | +118.3% | -159.5% | -54.6% |
| All | -41.2% | +119.9% | -161.2% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 5y: compounded portfolio wealth divided by compounded VSXY 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…
5y analysis · Full analysis span regression · 6 months rolling