+1,216.9%
VST vs TECH
+177.2%
+1,039.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +8.9% | +0.1% | +8.8% | +8.9% |
| 30D | +6.2% | +0.7% | +5.5% | +6.0% |
| 3M | -2.7% | +36.3% | -39.1% | -10.1% |
| 6M | -8.4% | +25.6% | -33.9% | -14.5% |
| YTD | -7.2% | +23.7% | -30.9% | -13.5% |
| 1Y | -20.9% | +37.6% | -58.5% | -28.9% |
| 3Y | +384.0% | -6.6% | +390.6% | +364.6% |
| 5Y | +757.1% | -42.2% | +799.3% | +819.2% |
| All | +1,216.9% | +177.2% | +1,039.6% | +695.0% |
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