+1,516.3%
FERG vs TECH
+400.0%
+1,116.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +8.2% | +0.2% | +7.9% | +8.1% |
| 30D | +14.4% | +0.5% | +13.9% | +14.3% |
| 3M | +4.3% | +1.0% | +3.4% | +4.2% |
| 6M | +7.9% | +54.1% | -46.2% | -0.2% |
| YTD | +16.3% | +24.4% | -8.1% | +10.7% |
| 1Y | +2.2% | +19.3% | -17.1% | -1.9% |
| 3Y | +67.3% | +28.5% | +38.8% | +57.1% |
| 5Y | +75.3% | -41.0% | +116.3% | +74.6% |
| 10Y | +421.0% | +189.3% | +231.7% | +387.8% |
| All | +1,516.3% | +400.0% | +1,116.3% | +1,385.1% |
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 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