-68.7%
VFC vs TECH
+179.6%
-248.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -2.3% | -0.1% | -2.3% | -2.3% |
| 30D | -13.4% | +0.3% | -13.6% | -13.5% |
| 3M | -23.7% | +32.9% | -56.6% | -33.7% |
| 6M | -24.5% | +32.1% | -56.5% | -35.7% |
| YTD | -27.8% | +23.4% | -51.2% | -36.8% |
| 1Y | -13.5% | +34.1% | -47.5% | -27.4% |
| 3Y | -27.1% | +2.2% | -29.3% | -32.5% |
| 5Y | -79.0% | -41.8% | -37.2% | -77.0% |
| 10Y | -68.7% | +188.9% | -257.7% | -80.3% |
| All | -68.7% | +179.6% | -248.3% | -80.3% |
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