+571.3%
FE vs TECH
+3,995.5%
-3,424.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | +4.1% | +0.3% | +3.8% | +4.1% |
| 3M | -1.0% | +1.3% | -2.3% | -1.2% |
| 6M | +4.0% | +54.0% | -50.0% | -1.5% |
| YTD | +6.8% | +24.3% | -17.5% | +3.0% |
| 1Y | +5.3% | +25.8% | -20.5% | +1.3% |
| 3Y | +44.6% | +26.0% | +18.6% | +36.4% |
| 5Y | +44.2% | -40.1% | +84.3% | +47.1% |
| 10Y | +107.3% | +210.6% | -103.3% | +72.9% |
| All | +571.3% | +3,995.5% | -3,424.2% | +382.3% |
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