+1,002.6%
VST vs TECH
+178.6%
+824.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.2% | +10.4% | +10.5% |
| 7D | -9.8% | +0.2% | -10.0% | -9.8% |
| 30D | -25.1% | +0.3% | -25.5% | -25.2% |
| 3M | -11.6% | +1.3% | -12.9% | -11.9% |
| 6M | -20.9% | +54.0% | -74.9% | -29.2% |
| YTD | -22.3% | +24.3% | -46.6% | -27.6% |
| 1Y | -32.0% | +25.8% | -57.8% | -37.1% |
| 3Y | +262.4% | +26.0% | +236.4% | +220.3% |
| 5Y | +563.4% | -40.1% | +603.5% | +605.2% |
| 10Y | +1,120.7% | +210.6% | +910.1% | +633.1% |
| All | +1,002.6% | +178.6% | +824.0% | +564.8% |
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 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