-78.1%
VFC vs TECH
-41.8%
-36.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +0.8% | +0.2% | +0.7% | +0.8% |
| 30D | -11.9% | +0.1% | -12.1% | -12.0% |
| 3M | -20.2% | +37.5% | -57.6% | -33.1% |
| 6M | -23.0% | +34.6% | -57.6% | -36.7% |
| YTD | -26.2% | +23.5% | -49.7% | -36.6% |
| 1Y | -13.3% | +34.4% | -47.7% | -29.5% |
| 3Y | -25.5% | +2.3% | -27.7% | -33.1% |
| 5Y | -78.1% | -41.7% | -36.4% | -77.6% |
| All | -78.1% | -41.8% | -36.3% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling