+717.1%
VLO vs TECH
+190.5%
+526.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -9.5% | +0.2% | -9.7% | -9.6% |
| 30D | -19.1% | +0.5% | -19.6% | -19.2% |
| 3M | +11.4% | +1.1% | +10.3% | +11.1% |
| 6M | +46.7% | +51.0% | -4.3% | +31.6% |
| YTD | +118.6% | +24.4% | +94.3% | +103.3% |
| 1Y | +99.9% | +27.4% | +72.4% | +84.2% |
| 3Y | +210.5% | +28.5% | +182.0% | +171.3% |
| 5Y | +432.7% | -40.9% | +473.5% | +479.6% |
| 10Y | +717.1% | +192.5% | +524.6% | +356.4% |
| All | +717.1% | +190.5% | +526.6% | +356.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling