+3,456.9%
VMC vs TECH
+101,626.4%
-98,169.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -1.7% | +0.2% | -1.9% | -1.7% |
| 30D | +15.3% | +0.5% | +14.8% | +15.2% |
| 3M | +0.3% | +1.0% | -0.7% | +0.2% |
| 6M | +0.9% | +54.1% | -53.2% | -5.3% |
| YTD | -1.0% | +24.4% | -25.4% | -5.0% |
| 1Y | -4.3% | +19.3% | -23.6% | -7.6% |
| 3Y | +35.3% | +28.5% | +6.8% | +27.3% |
| 5Y | +44.4% | -41.0% | +85.3% | +49.1% |
| 10Y | +128.0% | +189.3% | -61.3% | +91.7% |
| All | +3,456.9% | +101,626.4% | -98,169.6% | +2,205.1% |
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