+392.1%
VNQ vs TECH
+798.9%
-406.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | -2.5% | +0.1% | -2.7% | -2.6% |
| 3M | +1.4% | +37.5% | -36.1% | -10.2% |
| 6M | +4.6% | +34.6% | -30.0% | -8.6% |
| YTD | +10.5% | +23.5% | -13.0% | -1.0% |
| 1Y | +8.4% | +34.4% | -26.0% | -6.9% |
| 3Y | +32.4% | +2.3% | +30.2% | +19.8% |
| 5Y | +5.5% | -41.7% | +47.2% | +16.0% |
| 10Y | +59.1% | +177.6% | -118.5% | -23.3% |
| All | +392.1% | +798.9% | -406.8% | +35.9% |
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