-42.4%
TECH vs FTV
+2.3%
-44.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.7% |
| 7D | +0.1% | -4.5% | +4.6% | +3.3% |
| 30D | +0.7% | -7.1% | +7.8% | +5.9% |
| 3M | +36.3% | -7.2% | +43.5% | +42.7% |
| 6M | +25.6% | -1.5% | +27.1% | +25.4% |
| YTD | +23.7% | +3.5% | +20.2% | +18.2% |
| 1Y | +37.6% | +20.3% | +17.3% | +17.2% |
| 3Y | -6.6% | -3.1% | -3.5% | -8.3% |
| All | -42.4% | +2.3% | -44.7% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling