-42.9%
TECH vs VYM
+75.8%
-118.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.5% |
| 7D | -0.5% | -1.9% | +1.3% | +2.0% |
| 30D | 0.0% | -2.6% | +2.6% | +3.5% |
| 3M | +37.4% | +3.6% | +33.9% | +31.1% |
| 6M | +36.9% | +8.7% | +28.2% | +22.1% |
| YTD | +23.1% | +14.1% | +9.0% | +3.2% |
| 1Y | +42.2% | +17.8% | +24.4% | +14.5% |
| 3Y | +1.9% | +64.5% | -62.6% | -45.1% |
| 5Y | -42.9% | +77.5% | -120.4% | -70.8% |
| All | -42.9% | +75.8% | -118.7% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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