+755.5%
FN vs TECH
+187.7%
+567.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | +20.8% | +0.2% | +20.5% | +20.7% |
| 30D | -17.3% | +0.5% | -17.8% | -17.4% |
| 3M | -38.1% | +1.0% | -39.1% | -38.3% |
| 6M | -44.2% | +54.1% | -98.3% | -52.7% |
| YTD | -22.3% | +24.4% | -46.7% | -30.6% |
| 1Y | -20.9% | +19.3% | -40.2% | -28.2% |
| 3Y | +111.1% | +28.5% | +82.5% | +76.4% |
| 5Y | +191.8% | -41.0% | +232.8% | +227.9% |
| All | +755.5% | +187.7% | +567.7% | +243.4% |
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