+693.0%
FN vs TECH
+187.9%
+505.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.1% | -7.4% | -7.3% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | -16.5% | +0.5% | -17.1% | -16.7% |
| 3M | -42.1% | +1.1% | -43.2% | -42.3% |
| 6M | -52.9% | +62.8% | -115.7% | -60.8% |
| YTD | -28.0% | +24.5% | -52.4% | -35.7% |
| 1Y | -18.5% | +20.6% | -39.2% | -26.4% |
| 3Y | +93.9% | +29.5% | +64.4% | +61.5% |
| 5Y | +170.5% | -40.9% | +211.4% | +203.9% |
| All | +693.0% | +187.9% | +505.1% | +218.2% |
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