+189.3%
TECH vs FLR
+7.4%
+182.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.2% |
| 7D | +0.1% | +5.4% | -5.2% | -0.6% |
| 30D | +0.5% | +2.8% | -2.3% | 0.0% |
| 3M | +1.1% | -6.4% | +7.5% | +1.6% |
| 6M | +62.8% | +8.8% | +54.1% | +59.8% |
| YTD | +24.5% | +23.6% | +0.9% | +19.7% |
| 1Y | +20.6% | +13.8% | +6.8% | +17.2% |
| 3Y | +29.5% | +36.5% | -7.0% | +20.3% |
| 5Y | -40.9% | +119.3% | -160.3% | -48.3% |
| All | +189.3% | +7.4% | +182.0% | +178.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling