+189.3%
TECH vs FTV
+109.2%
+80.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +0.1% | +3.9% | -3.8% | -1.8% |
| 30D | +0.5% | +18.7% | -18.1% | -8.3% |
| 3M | +1.1% | +10.0% | -8.9% | -4.3% |
| 6M | +62.8% | +14.6% | +48.3% | +50.2% |
| YTD | +24.5% | +23.4% | +1.0% | +9.9% |
| 1Y | +20.6% | +31.3% | -10.6% | +3.1% |
| 3Y | +29.5% | +39.8% | -10.3% | +7.4% |
| 5Y | -40.9% | +17.7% | -58.6% | -48.0% |
| All | +189.3% | +109.2% | +80.1% | +104.9% |
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