+146.4%
VXUS vs TECH
+178.6%
-32.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +1.6% | +0.2% | +1.4% | +1.5% |
| 30D | +1.0% | +0.1% | +0.9% | +1.0% |
| 3M | +5.7% | +37.5% | -31.8% | -2.3% |
| 6M | +13.6% | +34.6% | -21.0% | +4.3% |
| YTD | +17.4% | +23.5% | -6.1% | +9.7% |
| 1Y | +25.1% | +34.4% | -9.3% | +13.7% |
| 3Y | +75.8% | +2.3% | +73.6% | +65.4% |
| 5Y | +55.4% | -41.7% | +97.1% | +67.8% |
| 10Y | +146.4% | +177.6% | -31.2% | +56.6% |
| All | +146.4% | +178.6% | -32.2% | +56.6% |
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 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