+1,205.2%
VST vs TECH
+204.1%
+1,001.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.3% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | -17.1% | +0.5% | -17.6% | -17.2% |
| 3M | -4.6% | +0.9% | -5.4% | -4.8% |
| 6M | -9.1% | +51.0% | -60.1% | -18.1% |
| YTD | -16.6% | +24.4% | -41.0% | -22.4% |
| 1Y | -29.5% | +27.6% | -57.1% | -35.0% |
| 3Y | +297.5% | +29.9% | +267.6% | +248.2% |
| 5Y | +654.5% | -40.6% | +695.2% | +705.0% |
| 10Y | +1,205.2% | +196.7% | +1,008.5% | +669.0% |
| All | +1,205.2% | +204.1% | +1,001.1% | +669.0% |
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