+4,679.4%
TECH vs FDS
+10,549.7%
-5,870.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.8% | -0.8% |
| 7D | +0.1% | -2.1% | +2.2% | +0.7% |
| 30D | +0.3% | +16.0% | -15.7% | -4.1% |
| 3M | +1.0% | +18.8% | -17.8% | -4.7% |
| 6M | +54.0% | +54.1% | -0.1% | +32.5% |
| YTD | +24.3% | +17.0% | +7.3% | +15.2% |
| 1Y | +23.7% | +25.5% | -1.8% | +12.0% |
| 3Y | +28.5% | -23.3% | +51.8% | +33.7% |
| 5Y | -41.2% | -22.6% | -18.6% | -39.0% |
| 10Y | +189.2% | +130.2% | +59.0% | +120.4% |
| All | +4,679.4% | +10,549.7% | -5,870.3% | +1,347.2% |
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