+131.4%
VMC vs TECH
+193.9%
-62.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | +16.2% | +0.3% | +15.9% | +16.1% |
| 3M | -0.8% | +1.0% | -1.8% | -1.1% |
| 6M | +1.2% | +54.0% | -52.8% | -9.7% |
| YTD | +0.5% | +24.3% | -23.9% | -6.8% |
| 1Y | -2.9% | +23.7% | -26.6% | -9.9% |
| 3Y | +37.3% | +28.5% | +8.9% | +21.1% |
| 5Y | +48.8% | -41.2% | +90.0% | +59.9% |
| 10Y | +131.4% | +189.2% | -57.8% | +35.0% |
| All | +131.4% | +193.9% | -62.5% | +35.0% |
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 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