+34.2%
FFIV vs TECH
+26.2%
+7.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | -32.4% | +0.3% | -32.7% | -32.4% |
| 3M | -22.7% | +1.0% | -23.7% | -22.8% |
| 6M | -10.7% | +54.0% | -64.7% | -15.6% |
| YTD | +25.4% | +24.3% | +1.0% | +20.7% |
| 1Y | +34.2% | +23.7% | +10.5% | +29.2% |
| All | +34.2% | +26.2% | +7.9% | +29.2% |
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