+637.9%
TECH vs FLR
+603.8%
+34.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.4% |
| 7D | +0.1% | +5.4% | -5.3% | -0.8% |
| 30D | +0.7% | +11.4% | -10.7% | -1.5% |
| 3M | +36.3% | +11.4% | +24.9% | +33.0% |
| 6M | +25.6% | +16.6% | +8.9% | +20.8% |
| YTD | +23.7% | +41.7% | -18.0% | +15.0% |
| 1Y | +37.6% | +35.4% | +2.2% | +28.5% |
| 3Y | -6.6% | +57.3% | -63.9% | -17.4% |
| 5Y | -42.2% | +241.0% | -283.2% | -56.0% |
| 10Y | +187.6% | +16.6% | +170.9% | +133.9% |
| All | +637.9% | +603.8% | +34.1% | +167.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling