+29.9%
TECH vs FLR
+45.9%
-16.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.3% | -8.2% | -1.4% |
| 7D | +0.2% | +8.5% | -8.3% | -1.4% |
| 30D | +0.5% | -0.7% | +1.2% | +0.4% |
| 3M | +0.9% | -11.7% | +12.6% | +2.7% |
| 6M | +51.0% | +16.2% | +34.8% | +44.5% |
| YTD | +24.4% | +27.0% | -2.6% | +15.9% |
| 1Y | +27.6% | +10.1% | +17.5% | +22.3% |
| 3Y | +29.9% | +46.2% | -16.3% | +4.5% |
| All | +29.9% | +45.9% | -16.0% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling