-19.5%
TECH vs FGI
-70.4%
+50.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.6% | -0.2% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | +0.7% | +65.4% | -64.7% | -1.6% |
| 3M | +36.3% | +23.5% | +12.8% | +34.0% |
| 6M | +25.6% | +60.5% | -35.0% | +20.8% |
| YTD | +23.7% | +30.0% | -6.3% | +19.6% |
| 1Y | +37.6% | +82.1% | -44.4% | +28.7% |
| 3Y | -6.6% | -4.4% | -2.2% | -12.5% |
| All | -19.5% | -70.4% | +50.9% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling