-25.6%
FLUT vs TECH
+190.5%
-216.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.5% | +0.2% | -1.7% | -1.5% |
| 30D | +3.4% | +0.5% | +2.9% | +3.3% |
| 3M | -12.5% | +1.1% | -13.6% | -12.7% |
| 6M | -18.5% | +51.0% | -69.5% | -25.6% |
| YTD | -61.6% | +24.4% | -86.0% | -63.9% |
| 1Y | -64.1% | +27.4% | -91.6% | -66.4% |
| 3Y | -44.5% | +28.5% | -72.9% | -49.7% |
| 5Y | -51.3% | -40.9% | -10.4% | -50.7% |
| 10Y | -25.6% | +192.5% | -218.1% | -20.8% |
| All | -25.6% | +190.5% | -216.1% | -20.8% |
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