+367.1%
VT vs TECH
+340.5%
+26.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -1.4% | +0.2% | -1.6% | -1.5% |
| 3M | -1.4% | +1.0% | -2.4% | -1.7% |
| 6M | +5.5% | +33.3% | -27.8% | -6.3% |
| YTD | +12.8% | +24.2% | -11.4% | +1.5% |
| 1Y | +15.4% | +19.7% | -4.3% | +4.9% |
| 3Y | +76.9% | +25.8% | +51.1% | +47.6% |
| 5Y | +60.4% | -39.9% | +100.3% | +75.3% |
| 10Y | +232.8% | +210.4% | +22.4% | +52.3% |
| All | +367.1% | +340.5% | +26.5% | +61.7% |
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