-42.4%
TECH vs RACE
+93.6%
-135.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.8% |
| 7D | +0.1% | -2.5% | +2.6% | +1.2% |
| 30D | +0.7% | +0.8% | -0.1% | +0.2% |
| 3M | +36.3% | +17.2% | +19.2% | +26.8% |
| 6M | +25.6% | +13.6% | +12.0% | +17.8% |
| YTD | +23.7% | +12.2% | +11.5% | +16.0% |
| 1Y | +37.6% | -16.3% | +53.9% | +46.3% |
| 3Y | -6.6% | +36.4% | -43.0% | -28.2% |
| All | -42.4% | +93.6% | -135.9% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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