+182.8%
FDX vs TECH
+179.1%
+3.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | +3.8% | +0.7% | +3.1% | +3.6% |
| 3M | -1.3% | +36.3% | -37.7% | -10.9% |
| 6M | +5.0% | +25.6% | -20.6% | -4.3% |
| YTD | +39.6% | +23.7% | +16.0% | +27.2% |
| 1Y | +81.1% | +37.6% | +43.5% | +57.8% |
| 3Y | +63.0% | -6.6% | +69.6% | +56.0% |
| 5Y | +65.6% | -42.2% | +107.8% | +83.9% |
| All | +182.8% | +179.1% | +3.7% | +57.1% |
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