+1,290.9%
VFC vs TECH
+101,612.5%
-100,321.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +39.1% |
| 3M | +40.3% | +0.9% | +39.4% | +40.1% |
| 6M | +11.4% | +51.0% | -39.7% | +3.2% |
| YTD | +17.5% | +24.4% | -6.8% | +12.0% |
| 1Y | +45.9% | +27.6% | +18.3% | +38.5% |
| 3Y | +47.3% | +29.9% | +17.4% | +39.9% |
| 5Y | -67.2% | -40.6% | -26.6% | -65.5% |
| 10Y | -46.1% | +196.7% | -242.8% | -53.6% |
| All | +1,290.9% | +101,612.5% | -100,321.6% | +694.3% |
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 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