+142.3%
VXUS vs TECH
+204.1%
-61.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.8% | +2.8% |
| 7D | +0.8% | +0.2% | +0.5% | +0.7% |
| 30D | -1.9% | +0.5% | -2.4% | -2.0% |
| 3M | -4.4% | +0.9% | -5.3% | -4.6% |
| 6M | -2.0% | +51.0% | -53.0% | -11.4% |
| YTD | +11.1% | +24.4% | -13.2% | +3.7% |
| 1Y | +15.1% | +27.6% | -12.5% | +6.5% |
| 3Y | +70.4% | +29.9% | +40.5% | +50.0% |
| 5Y | +47.2% | -40.6% | +87.8% | +58.5% |
| 10Y | +142.3% | +196.7% | -54.5% | +52.9% |
| All | +142.3% | +204.1% | -61.9% | +52.9% |
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