+4,655.1%
TECH vs FDS
+9,502.8%
-4,847.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +1.0% |
| 7D | +0.1% | -1.9% | +2.0% | +0.6% |
| 30D | +0.7% | +9.0% | -8.3% | -2.0% |
| 3M | +36.3% | +18.9% | +17.5% | +28.0% |
| 6M | +25.6% | +35.1% | -9.6% | +12.9% |
| YTD | +23.7% | +5.5% | +18.2% | +18.9% |
| 1Y | +37.6% | -16.8% | +54.5% | +40.9% |
| 3Y | -6.6% | -28.1% | +21.5% | -0.4% |
| 5Y | -42.2% | -17.4% | -24.8% | -40.7% |
| 10Y | +187.6% | +85.4% | +102.1% | +133.7% |
| All | +4,655.1% | +9,502.8% | -4,847.7% | +1,393.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling