+323.8%
A vs RACE
+738.3%
-414.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.8% |
| 7D | +4.8% | +3.9% | +0.8% | +3.1% |
| 30D | +5.6% | +7.4% | -1.8% | +2.6% |
| 3M | +23.6% | +1.6% | +22.0% | +22.6% |
| 6M | +56.4% | +23.3% | +33.0% | +42.6% |
| YTD | +33.4% | +14.7% | +18.7% | +24.3% |
| 1Y | +23.7% | +2.5% | +21.2% | +20.6% |
| 3Y | +71.0% | +28.0% | +43.0% | +44.6% |
| 5Y | +16.8% | +69.8% | -53.0% | -15.3% |
| 10Y | +323.8% | +734.9% | -411.1% | +76.4% |
| All | +323.8% | +738.3% | -414.5% | +76.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling