+192.5%
TECH vs FLR
+10.4%
+182.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.2% | +5.1% | -4.9% | -0.5% |
| 30D | +0.5% | -0.5% | +1.0% | +0.4% |
| 3M | +1.1% | -3.5% | +4.5% | +1.2% |
| 6M | +51.0% | +16.5% | +34.6% | +46.9% |
| YTD | +24.4% | +27.3% | -2.9% | +19.1% |
| 1Y | +27.4% | +10.6% | +16.8% | +24.2% |
| 3Y | +28.5% | +39.4% | -10.9% | +19.1% |
| 5Y | -40.9% | +126.4% | -167.3% | -48.4% |
| 10Y | +192.5% | +8.4% | +184.1% | +181.8% |
| All | +192.5% | +10.4% | +182.1% | +181.8% |
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