-41.2%
TECH vs RACE
+65.0%
-106.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.8% |
| 7D | +0.2% | +5.1% | -4.9% | -2.0% |
| 30D | +0.3% | +7.7% | -7.4% | -2.9% |
| 3M | +1.3% | +2.2% | -0.8% | 0.0% |
| 6M | +54.0% | +23.8% | +30.2% | +39.1% |
| YTD | +24.3% | +13.9% | +10.4% | +15.4% |
| 1Y | +25.8% | +3.8% | +22.0% | +21.8% |
| 3Y | +26.0% | +28.0% | -2.1% | +0.4% |
| All | -41.2% | +65.0% | -106.2% | -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