-4.8%
TECH vs FDS
-27.9%
+23.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.9% |
| 7D | +0.1% | -1.9% | +2.0% | +0.6% |
| 30D | +0.7% | +9.0% | -8.3% | -1.7% |
| 3M | +36.3% | +18.9% | +17.5% | +29.6% |
| 6M | +25.6% | +35.1% | -9.6% | +13.3% |
| YTD | +23.7% | +5.5% | +18.2% | +21.7% |
| 1Y | +37.6% | -16.8% | +54.5% | +51.4% |
| All | -4.8% | -27.9% | +23.1% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling