-42.4%
TECH vs FDS
-17.4%
-25.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +1.3% |
| 7D | +0.1% | -1.9% | +2.0% | +0.8% |
| 30D | +0.7% | +9.0% | -8.3% | -2.8% |
| 3M | +36.3% | +18.9% | +17.5% | +25.7% |
| 6M | +25.6% | +35.1% | -9.6% | +8.0% |
| YTD | +23.7% | +5.5% | +18.2% | +19.3% |
| 1Y | +37.6% | -16.8% | +54.5% | +50.7% |
| 3Y | -6.6% | -28.1% | +21.5% | +9.9% |
| All | -42.4% | -17.4% | -25.0% | -28.0% |
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