+33.8%
FFIV vs TECH
-41.0%
+74.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.7% |
| 7D | -0.5% | +0.1% | -0.7% | -0.6% |
| 30D | -32.4% | +0.5% | -32.9% | -32.5% |
| 3M | -25.7% | +1.1% | -26.8% | -25.9% |
| 6M | -13.5% | +62.8% | -76.3% | -24.9% |
| YTD | +21.1% | +24.5% | -3.4% | +11.7% |
| 1Y | +29.4% | +20.6% | +8.8% | +20.3% |
| 3Y | +94.9% | +29.5% | +65.4% | +65.0% |
| All | +33.8% | -41.0% | +74.8% | +51.7% |
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 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