+1,281.6%
VFC vs TECH
+101,598.5%
-100,316.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.5% | +0.2% | +3.3% | +3.5% |
| 30D | +38.3% | +0.5% | +37.8% | +38.2% |
| 3M | +40.2% | +1.1% | +39.1% | +39.9% |
| 6M | +10.6% | +51.0% | -40.4% | +2.5% |
| YTD | +16.7% | +24.4% | -7.6% | +11.2% |
| 1Y | +45.0% | +27.4% | +17.5% | +37.7% |
| 3Y | +48.8% | +28.5% | +20.3% | +41.5% |
| 5Y | -67.6% | -40.9% | -26.7% | -65.9% |
| 10Y | -47.5% | +192.5% | -240.0% | -54.7% |
| All | +1,281.6% | +101,598.5% | -100,316.9% | +689.0% |
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