+641.6%
TECH vs FLR
+534.4%
+107.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +0.1% | +6.3% | -6.2% | -1.0% |
| 30D | +0.3% | +1.8% | -1.5% | -0.2% |
| 3M | +1.0% | -4.4% | +5.4% | +1.4% |
| 6M | +54.0% | +15.9% | +38.1% | +48.5% |
| YTD | +24.3% | +27.7% | -3.4% | +17.2% |
| 1Y | +23.7% | +11.6% | +12.1% | +19.3% |
| 3Y | +28.5% | +39.9% | -11.4% | +15.6% |
| 5Y | -41.2% | +127.5% | -168.7% | -52.1% |
| 10Y | +189.2% | +11.6% | +177.6% | +136.4% |
| All | +641.6% | +534.4% | +107.3% | +172.3% |
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