+348.0%
VT vs TECH
+340.1%
+7.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | -4.2% | -0.1% | -4.1% | -4.1% |
| 30D | -5.8% | +0.3% | -6.1% | -5.9% |
| 3M | -5.2% | +1.0% | -6.3% | -5.6% |
| 6M | +0.1% | +28.6% | -28.4% | -9.9% |
| YTD | +8.2% | +24.1% | -15.8% | -2.6% |
| 1Y | +10.1% | +21.9% | -11.8% | -0.5% |
| 3Y | +69.7% | +25.7% | +44.0% | +41.6% |
| 5Y | +53.4% | -40.2% | +93.6% | +68.0% |
| 10Y | +219.2% | +210.1% | +9.2% | +46.1% |
| All | +348.0% | +340.1% | +7.9% | +55.2% |
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