+36.6%
FFIV vs TECH
+19.5%
+17.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -9.8% | +0.1% | -9.9% | -9.8% |
| 30D | -28.1% | +0.2% | -28.3% | -28.1% |
| 3M | -20.0% | +1.0% | -21.0% | -20.1% |
| 6M | -0.1% | +33.3% | -33.3% | -3.7% |
| YTD | +29.2% | +24.2% | +5.0% | +25.2% |
| 1Y | +36.6% | +19.7% | +16.9% | +32.6% |
| All | +36.6% | +19.5% | +17.1% | +32.6% |
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 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