+225.5%
FFIV vs TECH
+178.6%
+46.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | -2.7% | +0.1% | -2.8% | -2.7% |
| 3M | -1.7% | +37.5% | -39.2% | -12.1% |
| 6M | +36.1% | +34.6% | +1.5% | +20.3% |
| YTD | +52.6% | +23.5% | +29.2% | +38.5% |
| 1Y | +21.5% | +34.4% | -12.9% | +6.0% |
| 3Y | +142.7% | +2.3% | +140.4% | +121.9% |
| 5Y | +92.6% | -41.7% | +134.3% | +116.5% |
| 10Y | +225.5% | +177.6% | +47.9% | +74.7% |
| All | +225.5% | +178.6% | +46.8% | +74.7% |
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