+126.6%
FFIV vs TECH
+204.1%
-77.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.2% | +2.2% |
| 7D | -2.1% | +0.2% | -2.3% | -2.2% |
| 30D | -33.8% | +0.5% | -34.3% | -33.9% |
| 3M | -20.6% | +0.9% | -21.5% | -20.8% |
| 6M | -10.2% | +51.0% | -61.3% | -22.5% |
| YTD | +24.5% | +24.4% | +0.1% | +12.7% |
| 1Y | +29.3% | +27.6% | +1.7% | +15.7% |
| 3Y | +103.8% | +29.9% | +73.9% | +69.2% |
| 5Y | +40.9% | -40.6% | +81.5% | +58.1% |
| 10Y | +126.6% | +196.7% | -70.1% | +18.8% |
| All | +126.6% | +204.1% | -77.6% | +18.8% |
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