+1,179.1%
VST vs TECH
+187.7%
+991.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +19.2% | +0.2% | +18.9% | +19.1% |
| 30D | -17.2% | +0.5% | -17.6% | -17.2% |
| 3M | -8.1% | +1.0% | -9.1% | -8.3% |
| 6M | -8.1% | +54.1% | -62.2% | -17.7% |
| YTD | -16.3% | +24.4% | -40.6% | -22.0% |
| 1Y | -24.1% | +19.3% | -43.4% | -28.7% |
| 3Y | +300.2% | +28.5% | +271.7% | +251.7% |
| 5Y | +645.9% | -41.0% | +686.9% | +696.8% |
| All | +1,179.1% | +187.7% | +991.4% | +686.8% |
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