-19.1%
TECH vs FGI
-70.6%
+51.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.2% |
| 7D | +0.2% | -7.0% | +7.1% | +0.3% |
| 30D | +0.3% | -4.2% | +4.6% | +0.4% |
| 3M | +1.3% | +55.6% | -54.3% | -1.0% |
| 6M | +54.0% | -3.2% | +57.1% | +51.8% |
| YTD | +24.3% | +29.1% | -4.8% | +20.1% |
| 1Y | +25.8% | +51.0% | -25.2% | +20.5% |
| 3Y | +26.0% | +1.5% | +24.4% | +17.4% |
| All | -19.1% | -70.6% | +51.4% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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