+906.2%
FN vs TECH
+187.6%
+718.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.1% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -22.0% | +0.7% | -22.7% | -22.2% |
| 3M | -43.0% | +36.3% | -79.4% | -49.3% |
| 6M | -27.7% | +25.6% | -53.3% | -35.3% |
| YTD | -10.5% | +23.7% | -34.2% | -20.1% |
| 1Y | +12.5% | +37.6% | -25.2% | -4.4% |
| 3Y | +153.8% | -6.6% | +160.4% | +141.6% |
| 5Y | +288.0% | -42.2% | +330.2% | +337.4% |
| All | +906.2% | +187.6% | +718.6% | +311.7% |
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