+174.1%
TECH vs FTV
+90.8%
+83.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.5% |
| 7D | +0.1% | -4.5% | +4.6% | +2.4% |
| 30D | +0.7% | -7.1% | +7.8% | +4.5% |
| 3M | +36.3% | -7.2% | +43.5% | +41.1% |
| 6M | +25.6% | -1.5% | +27.1% | +25.8% |
| YTD | +23.7% | +3.5% | +20.2% | +20.3% |
| 1Y | +37.6% | +20.3% | +17.3% | +23.9% |
| 3Y | -6.6% | -3.1% | -3.5% | -6.8% |
| 5Y | -42.2% | +2.3% | -44.6% | -44.7% |
| 10Y | +187.6% | +76.3% | +111.3% | +128.1% |
| All | +174.1% | +90.8% | +83.4% | +119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling