+1,250.4%
VUG vs TECH
+787.0%
+463.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -0.3% | +0.7% | -1.0% | -0.6% |
| 3M | -0.7% | +36.3% | -37.0% | -12.0% |
| 6M | +14.6% | +25.6% | -10.9% | +2.6% |
| YTD | +9.0% | +23.7% | -14.7% | -2.5% |
| 1Y | +14.9% | +37.6% | -22.8% | -2.5% |
| 3Y | +86.0% | -6.6% | +92.6% | +73.6% |
| 5Y | +76.7% | -42.2% | +118.9% | +96.4% |
| 10Y | +411.3% | +187.6% | +223.7% | +178.6% |
| All | +1,250.4% | +787.0% | +463.4% | +374.6% |
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