+219.2%
VT vs TECH
+190.5%
+28.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.1% | +0.2% | -0.4% | -0.2% |
| 30D | -3.1% | +0.5% | -3.6% | -3.2% |
| 3M | -3.5% | +1.1% | -4.6% | -3.8% |
| 6M | +0.5% | +51.0% | -50.6% | -10.5% |
| YTD | +10.8% | +24.4% | -13.6% | +2.3% |
| 1Y | +11.9% | +27.4% | -15.6% | +2.4% |
| 3Y | +73.0% | +28.5% | +44.5% | +49.6% |
| 5Y | +58.6% | -40.9% | +99.5% | +73.2% |
| 10Y | +219.2% | +192.5% | +26.7% | +91.5% |
| All | +219.2% | +190.5% | +28.7% | +91.5% |
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