-48.6%
VFC vs TECH
+187.9%
-236.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.2% | +3.2% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +25.5% | +0.5% | +25.0% | +25.2% |
| 3M | +41.3% | +1.1% | +40.2% | +40.6% |
| 6M | +22.2% | +62.8% | -40.6% | -3.7% |
| YTD | +16.4% | +24.5% | -8.1% | +1.5% |
| 1Y | +38.4% | +20.6% | +17.8% | +22.7% |
| 3Y | +56.2% | +29.5% | +26.7% | +31.4% |
| 5Y | -68.2% | -40.9% | -27.2% | -65.1% |
| All | -48.6% | +187.9% | -236.5% | -67.5% |
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