+794.1%
FN vs TECH
+190.5%
+603.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.7% | -4.8% |
| 7D | -4.1% | +0.2% | -4.3% | -4.1% |
| 30D | -28.3% | +0.5% | -28.8% | -28.4% |
| 3M | -33.9% | +1.1% | -35.0% | -34.1% |
| 6M | -43.9% | +51.0% | -94.9% | -52.1% |
| YTD | -23.4% | +24.4% | -47.8% | -31.7% |
| 1Y | -25.4% | +27.4% | -52.9% | -34.1% |
| 3Y | +107.9% | +28.5% | +79.4% | +73.7% |
| 5Y | +195.1% | -40.9% | +236.0% | +231.4% |
| 10Y | +794.1% | +192.5% | +601.6% | +255.2% |
| All | +794.1% | +190.5% | +603.6% | +255.2% |
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