+342.3%
TECH vs VT
+345.0%
-2.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +2.8% |
| 7D | -0.1% | -4.2% | +4.1% | +2.9% |
| 30D | +0.3% | -5.8% | +6.1% | +4.5% |
| 3M | +1.0% | -5.2% | +6.3% | +4.7% |
| 6M | +28.6% | +0.1% | +28.4% | +27.5% |
| YTD | +24.1% | +8.2% | +15.8% | +16.6% |
| 1Y | +21.9% | +10.1% | +11.8% | +13.2% |
| 3Y | +25.7% | +69.7% | -44.0% | -12.3% |
| 5Y | -40.2% | +53.4% | -93.6% | -55.0% |
| 10Y | +210.1% | +219.2% | -9.2% | +54.4% |
| All | +342.3% | +345.0% | -2.7% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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