+47.3%
VFC vs TECH
+25.7%
+21.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +7.7% | +0.2% | +7.5% | +7.6% |
| 30D | +39.2% | +0.5% | +38.7% | +38.9% |
| 3M | +40.3% | +0.9% | +39.4% | +39.7% |
| 6M | +11.4% | +51.0% | -39.7% | -11.8% |
| YTD | +17.5% | +24.4% | -6.8% | +0.5% |
| 1Y | +45.9% | +27.6% | +18.3% | +22.8% |
| 3Y | +47.3% | +29.9% | +17.4% | +2.8% |
| All | +47.3% | +25.7% | +21.6% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling