+92.9%
FFIV vs TECH
-42.5%
+135.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -5.1% | +0.7% | -5.8% | -5.2% |
| 3M | -4.5% | +36.3% | -40.8% | -12.6% |
| 6M | +36.5% | +25.6% | +10.9% | +26.0% |
| YTD | +53.0% | +23.7% | +29.3% | +41.5% |
| 1Y | +24.2% | +37.6% | -13.4% | +10.3% |
| 3Y | +137.2% | -6.6% | +143.8% | +130.5% |
| All | +92.9% | -42.5% | +135.4% | +110.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling