+524.8%
TECH vs VYM
+498.6%
+26.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.1% | +3.7% | -3.5% | -2.5% |
| 30D | +0.5% | +3.7% | -3.2% | -2.2% |
| 3M | +1.1% | -0.7% | +1.8% | +1.4% |
| 6M | +62.8% | +7.2% | +55.6% | +54.5% |
| YTD | +24.5% | +16.9% | +7.5% | +10.9% |
| 1Y | +20.6% | +19.6% | +1.0% | +5.8% |
| 3Y | +29.5% | +74.6% | -45.1% | -11.4% |
| 5Y | -40.9% | +72.3% | -113.3% | -58.7% |
| 10Y | +189.5% | +206.5% | -17.0% | +39.8% |
| All | +524.8% | +498.6% | +26.2% | +103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling