+4,079.4%
FFIV vs TECH
+2,627.0%
+1,452.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -8.1% | +0.2% | -8.3% | -8.2% |
| 30D | -33.4% | +0.3% | -33.7% | -33.5% |
| 3M | -24.7% | +1.3% | -26.1% | -25.1% |
| 6M | -8.8% | +54.0% | -62.8% | -23.2% |
| YTD | +21.8% | +24.3% | -2.5% | +8.8% |
| 1Y | +25.3% | +25.8% | -0.5% | +11.2% |
| 3Y | +101.2% | +26.0% | +75.2% | +68.3% |
| 5Y | +40.2% | -40.1% | +80.3% | +51.8% |
| 10Y | +129.0% | +210.6% | -81.6% | +27.3% |
| All | +4,079.4% | +2,627.0% | +1,452.3% | +1,132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling