+789.7%
VFC vs TECH
+101,053.8%
-100,264.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -11.6% | +0.7% | -12.3% | -11.7% |
| 3M | -18.1% | +36.3% | -54.4% | -22.7% |
| 6M | -27.4% | +25.6% | -52.9% | -30.9% |
| YTD | -24.8% | +23.7% | -48.5% | -28.3% |
| 1Y | -8.2% | +37.6% | -45.9% | -14.1% |
| 3Y | -29.1% | -6.6% | -22.5% | -29.4% |
| 5Y | -79.2% | -42.2% | -36.9% | -78.0% |
| 10Y | -68.1% | +187.6% | -255.7% | -72.4% |
| All | +789.7% | +101,053.8% | -100,264.1% | +408.6% |
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 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