+2.3%
TECH vs FLR
+60.4%
-58.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | +0.2% | +0.7% | -0.5% | 0.0% |
| 30D | +0.1% | -0.7% | +0.8% | +0.1% |
| 3M | +37.5% | +14.3% | +23.2% | +32.8% |
| 6M | +34.6% | +25.6% | +9.0% | +26.2% |
| YTD | +23.5% | +42.9% | -19.4% | +12.5% |
| 1Y | +34.4% | +38.7% | -4.3% | +22.6% |
| 3Y | +2.3% | +61.8% | -59.5% | -20.4% |
| All | +2.3% | +60.4% | -58.1% | -20.4% |
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 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