+192.5%
TECH vs FTV
+107.5%
+85.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.5% |
| 7D | +0.2% | +1.4% | -1.2% | -0.6% |
| 30D | +0.5% | +18.3% | -17.8% | -8.2% |
| 3M | +1.1% | +9.8% | -8.7% | -4.2% |
| 6M | +51.0% | +12.3% | +38.7% | +40.8% |
| YTD | +24.4% | +23.1% | +1.3% | +10.0% |
| 1Y | +27.4% | +32.5% | -5.1% | +8.5% |
| 3Y | +28.5% | +38.3% | -9.8% | +7.1% |
| 5Y | -40.9% | +16.8% | -57.7% | -47.8% |
| 10Y | +192.5% | +106.6% | +85.9% | +110.1% |
| All | +192.5% | +107.5% | +85.0% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling