+143.6%
VMC vs TECH
+189.8%
-46.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -3.7% | -0.5% | -3.2% | -3.6% |
| 30D | -12.8% | 0.0% | -12.8% | -12.8% |
| 3M | -7.9% | +37.4% | -45.4% | -15.4% |
| 6M | -7.5% | +36.9% | -44.4% | -16.0% |
| YTD | -11.6% | +23.1% | -34.7% | -17.9% |
| 1Y | -14.3% | +42.2% | -56.5% | -23.8% |
| 3Y | +18.5% | +1.9% | +16.6% | +11.6% |
| 5Y | +46.8% | -42.9% | +89.7% | +58.8% |
| All | +143.6% | +189.8% | -46.2% | +36.3% |
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 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