-36.0%
TECH vs VSXY
+37.4%
-73.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.4% |
| 7D | +0.1% | -14.0% | +14.1% | +2.0% |
| 30D | +0.7% | -15.9% | +16.6% | +2.8% |
| 3M | +36.3% | +3.4% | +33.0% | +35.1% |
| 6M | +25.6% | +25.9% | -0.3% | +18.6% |
| YTD | +23.7% | +39.5% | -15.8% | +14.6% |
| 1Y | +37.6% | +194.4% | -156.7% | +12.4% |
| 3Y | -6.6% | +281.4% | -288.0% | -31.1% |
| 5Y | -42.2% | +12.8% | -55.0% | -52.9% |
| All | -36.0% | +37.4% | -73.3% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling