+2,054.3%
FLUT vs TECH
+900.3%
+1,153.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | +0.1% | -1.8% | -1.7% |
| 30D | +7.7% | +0.7% | +7.0% | +7.7% |
| 3M | -0.7% | +36.3% | -37.1% | -5.2% |
| 6M | -11.2% | +25.6% | -36.7% | -14.6% |
| YTD | -53.4% | +23.7% | -77.1% | -55.2% |
| 1Y | -65.8% | +37.6% | -103.4% | -67.6% |
| 3Y | -44.9% | -6.6% | -38.3% | -46.2% |
| 5Y | -49.7% | -42.2% | -7.5% | -49.2% |
| 10Y | -9.7% | +187.6% | -197.3% | -16.4% |
| All | +2,054.3% | +900.3% | +1,153.9% | +1,812.3% |
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