+196.7%
TECH vs FDS
+135.1%
+61.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | +0.2% | -5.0% | +5.2% | +2.1% |
| 30D | +0.5% | +13.8% | -13.3% | -4.8% |
| 3M | +0.9% | +14.8% | -14.0% | -5.6% |
| 6M | +51.0% | +47.4% | +3.7% | +23.9% |
| YTD | +24.4% | +14.2% | +10.2% | +13.4% |
| 1Y | +27.6% | +26.6% | +0.9% | +10.2% |
| 3Y | +29.9% | -24.4% | +54.4% | +42.5% |
| 5Y | -40.6% | -22.6% | -18.0% | -36.2% |
| 10Y | +196.7% | +130.0% | +66.8% | +108.1% |
| All | +196.7% | +135.1% | +61.6% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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