-40.6%
TECH vs RACE
+67.1%
-107.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | +0.2% | +3.9% | -3.7% | -1.5% |
| 30D | +0.5% | +7.4% | -6.9% | -2.7% |
| 3M | +0.9% | +1.6% | -0.8% | -0.3% |
| 6M | +51.0% | +23.3% | +27.7% | +36.7% |
| YTD | +24.4% | +14.7% | +9.7% | +15.2% |
| 1Y | +27.6% | +2.5% | +25.0% | +24.2% |
| 3Y | +29.9% | +28.0% | +2.0% | +3.7% |
| 5Y | -40.6% | +69.8% | -110.5% | -63.2% |
| All | -40.6% | +67.1% | -107.7% | -63.2% |
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