+226.0%
TECH vs RACE
+670.3%
-444.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.7% |
| 7D | -0.1% | +5.7% | -5.7% | -2.1% |
| 30D | +0.3% | +9.3% | -9.0% | -2.9% |
| 3M | +1.0% | +3.8% | -2.8% | -0.6% |
| 6M | +28.6% | +29.8% | -1.2% | +16.2% |
| YTD | +24.1% | +15.6% | +8.5% | +16.3% |
| 1Y | +21.9% | +5.1% | +16.8% | +18.1% |
| 3Y | +25.7% | +30.8% | -5.1% | +8.8% |
| 5Y | -40.2% | +67.4% | -107.6% | -53.8% |
| 10Y | +210.1% | +793.6% | -583.6% | +67.2% |
| All | +226.0% | +670.3% | -444.3% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling