+34.4%
TECH vs FDS
-20.8%
+55.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +0.4% |
| 7D | +0.2% | -5.4% | +5.6% | +0.8% |
| 30D | +0.1% | +1.6% | -1.4% | -0.2% |
| 3M | +37.5% | +17.7% | +19.8% | +34.6% |
| 6M | +34.6% | +29.1% | +5.5% | +28.5% |
| YTD | +23.5% | +1.0% | +22.5% | +20.6% |
| 1Y | +34.4% | -21.6% | +56.0% | +36.6% |
| All | +34.4% | -20.8% | +55.2% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling