-40.6%
TECH vs FLR
+116.5%
-157.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.3% | -8.2% | -1.6% |
| 7D | +0.2% | +8.5% | -8.3% | -1.6% |
| 30D | +0.5% | -0.7% | +1.2% | +0.4% |
| 3M | +0.9% | -11.7% | +12.6% | +2.9% |
| 6M | +51.0% | +16.2% | +34.8% | +43.9% |
| YTD | +24.4% | +27.0% | -2.6% | +15.2% |
| 1Y | +27.6% | +10.1% | +17.5% | +21.8% |
| 3Y | +29.9% | +46.2% | -16.3% | +8.4% |
| 5Y | -40.6% | +121.4% | -162.1% | -55.6% |
| All | -40.6% | +116.5% | -157.1% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling