+454.5%
V vs TECH
+190.5%
+264.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.6% | +0.2% | +0.4% | +0.6% |
| 30D | +9.7% | +0.5% | +9.2% | +9.6% |
| 3M | +17.3% | +1.1% | +16.2% | +17.0% |
| 6M | +33.2% | +51.0% | -17.8% | +17.9% |
| YTD | +21.3% | +24.4% | -3.0% | +11.5% |
| 1Y | +27.3% | +27.4% | -0.1% | +15.9% |
| 3Y | +76.1% | +28.5% | +47.6% | +48.9% |
| 5Y | +103.5% | -40.9% | +144.3% | +126.4% |
| 10Y | +454.5% | +192.5% | +262.0% | +189.8% |
| All | +454.5% | +190.5% | +264.0% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling