-41.8%
TECH vs VSXY
+19.3%
-61.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.4% |
| 7D | -0.1% | -10.7% | +10.6% | +1.4% |
| 30D | +0.3% | -24.3% | +24.5% | +4.2% |
| 3M | +32.9% | +1.0% | +31.9% | +32.1% |
| 6M | +32.1% | +57.4% | -25.3% | +19.6% |
| YTD | +23.4% | +39.8% | -16.4% | +13.5% |
| 1Y | +34.1% | +196.5% | -162.4% | +7.2% |
| 3Y | +2.2% | +357.2% | -355.1% | -30.0% |
| 5Y | -41.8% | +18.9% | -60.7% | -49.1% |
| All | -41.8% | +19.3% | -61.1% | -49.1% |
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