+897.3%
VST vs TECH
+178.1%
+719.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.1% | -6.1% | -6.1% |
| 7D | -19.9% | -0.1% | -19.8% | -19.9% |
| 30D | -29.7% | +0.3% | -30.0% | -29.7% |
| 3M | -19.6% | +1.0% | -20.6% | -19.8% |
| 6M | -29.4% | +28.6% | -58.0% | -34.2% |
| YTD | -29.7% | +24.1% | -53.8% | -34.5% |
| 1Y | -40.0% | +21.9% | -62.0% | -44.1% |
| 3Y | +231.0% | +25.7% | +205.3% | +192.7% |
| 5Y | +500.1% | -40.2% | +540.3% | +538.1% |
| 10Y | +1,004.2% | +210.1% | +794.1% | +563.4% |
| All | +897.3% | +178.1% | +719.2% | +501.6% |
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