-98.6%
FCUV vs TECH
+189.9%
-288.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.2% |
| 7D | -66.5% | -0.4% | -66.0% | -66.4% |
| 30D | +5.0% | 0.0% | +5.0% | +5.1% |
| 3M | +63.8% | +33.7% | +30.1% | +47.3% |
| 6M | -67.8% | +34.9% | -102.7% | -71.3% |
| YTD | -82.4% | +23.2% | -105.6% | -83.8% |
| 1Y | -94.7% | +36.3% | -131.0% | -95.3% |
| 3Y | -99.3% | +2.3% | -101.5% | -99.3% |
| 5Y | -99.9% | -42.9% | -57.0% | -99.8% |
| All | -98.6% | +189.9% | -288.5% | -97.5% |
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