+0.5%
FERG vs TECH
+34.5%
-34.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | -11.8% | 0.0% | -11.8% | -11.8% |
| 3M | -1.2% | +37.4% | -38.7% | -8.5% |
| 6M | -2.3% | +36.9% | -39.2% | -10.8% |
| YTD | +0.8% | +23.1% | -22.3% | -5.8% |
| 1Y | +0.5% | +42.2% | -41.8% | -10.9% |
| All | +0.5% | +34.5% | -34.0% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling