+327.8%
VWO vs TECH
+772.7%
-444.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | +0.9% | +0.2% | +0.7% | +0.8% |
| 30D | +1.3% | +0.1% | +1.1% | +1.2% |
| 3M | +5.1% | +37.5% | -32.4% | -6.9% |
| 6M | +12.5% | +34.6% | -22.0% | -1.5% |
| YTD | +14.0% | +23.5% | -9.5% | +2.3% |
| 1Y | +19.7% | +34.4% | -14.7% | +3.0% |
| 3Y | +66.8% | +2.3% | +64.5% | +49.7% |
| 5Y | +36.2% | -41.7% | +77.9% | +49.2% |
| 10Y | +111.0% | +177.6% | -66.6% | -5.7% |
| All | +327.8% | +772.7% | -444.8% | -1.4% |
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