+177.6%
TECH vs FDS
+77.6%
+100.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +1.6% |
| 7D | +0.2% | -5.4% | +5.6% | +2.3% |
| 30D | +0.1% | +1.6% | -1.4% | -0.8% |
| 3M | +37.5% | +17.7% | +19.8% | +26.1% |
| 6M | +34.6% | +29.1% | +5.5% | +17.2% |
| YTD | +23.5% | +1.0% | +22.5% | +19.2% |
| 1Y | +34.4% | -21.6% | +56.0% | +45.1% |
| 3Y | +2.3% | -30.1% | +32.4% | +15.9% |
| 5Y | -41.7% | -20.7% | -21.0% | -37.8% |
| 10Y | +177.6% | +78.3% | +99.3% | +110.5% |
| All | +177.6% | +77.6% | +100.1% | +110.5% |
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