+96.3%
VCIT vs TECH
+404.3%
-308.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.5% | -0.1% | +0.5% | +0.5% |
| 30D | +2.1% | +0.3% | +1.8% | +2.1% |
| 3M | -1.6% | +1.0% | -2.6% | -1.6% |
| 6M | -1.6% | +28.6% | -30.2% | -2.4% |
| YTD | -1.5% | +24.1% | -25.6% | -2.4% |
| 1Y | -0.4% | +21.9% | -22.3% | -1.2% |
| 3Y | +19.6% | +25.7% | -6.1% | +18.0% |
| 5Y | +3.3% | -40.2% | +43.5% | +3.0% |
| 10Y | +28.9% | +210.1% | -181.2% | +29.4% |
| All | +96.3% | +404.3% | -308.0% | +102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling