+743.6%
FN vs TECH
+208.1%
+535.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.2% | +11.5% | +11.6% |
| 7D | 0.0% | +0.2% | -0.2% | -0.1% |
| 30D | -34.3% | +0.3% | -34.7% | -34.4% |
| 3M | -39.9% | +1.3% | -41.2% | -40.1% |
| 6M | -51.8% | +54.0% | -105.8% | -59.3% |
| YTD | -28.1% | +24.3% | -52.4% | -35.8% |
| 1Y | -29.1% | +25.8% | -54.9% | -37.0% |
| 3Y | +102.4% | +26.0% | +76.5% | +70.7% |
| 5Y | +171.7% | -40.1% | +211.8% | +203.0% |
| All | +743.6% | +208.1% | +535.4% | +253.9% |
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