-94.7%
FCUV vs TECH
+250.2%
-344.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +0.1% | +135.9% | +136.0% |
| 7D | +148.8% | +0.1% | +148.6% | +148.7% |
| 30D | +95.0% | +0.5% | +94.5% | +94.7% |
| 3M | +27.8% | +1.1% | +26.7% | +27.5% |
| 6M | +121.0% | +62.8% | +58.1% | +88.0% |
| YTD | -78.1% | +24.5% | -102.6% | -79.8% |
| 1Y | -94.3% | +20.6% | -114.9% | -94.7% |
| 3Y | -98.9% | +29.5% | -128.4% | -99.0% |
| 5Y | -99.7% | -40.9% | -58.8% | -99.7% |
| 10Y | -98.2% | +189.5% | -287.7% | -97.6% |
| All | -94.7% | +250.2% | -344.9% | -92.6% |
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