-40.6%
TECH vs FDS
-23.2%
-17.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.1% | +1.5% | -1.3% | -0.4% |
| 30D | +0.5% | +14.8% | -14.3% | -4.7% |
| 3M | +1.1% | +16.3% | -15.2% | -5.3% |
| 6M | +62.8% | +66.2% | -3.4% | +26.9% |
| YTD | +24.5% | +16.2% | +8.2% | +15.1% |
| 1Y | +20.6% | +21.8% | -1.2% | +8.1% |
| 3Y | +29.5% | -23.9% | +53.4% | +50.9% |
| All | -40.6% | -23.2% | -17.4% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling