-10.4%
FLUT vs TECH
+179.6%
-190.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | +5.4% | +0.3% | +5.1% | +5.3% |
| 3M | -10.8% | +32.9% | -43.7% | -16.3% |
| 6M | -9.2% | +32.1% | -41.3% | -15.2% |
| YTD | -53.8% | +23.4% | -77.2% | -56.4% |
| 1Y | -66.0% | +34.1% | -100.0% | -68.6% |
| 3Y | -44.7% | +2.2% | -46.8% | -47.5% |
| 5Y | -50.6% | -41.8% | -8.8% | -49.9% |
| 10Y | -10.4% | +188.9% | -199.3% | -5.7% |
| All | -10.4% | +179.6% | -190.0% | -5.7% |
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