+15.5%
A vs RACE
+68.9%
-53.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.1% | -3.9% | +3.7% | +1.4% |
| 30D | +3.3% | +6.8% | -3.5% | +0.6% |
| 3M | +18.5% | +1.3% | +17.2% | +17.8% |
| 6M | +59.3% | +26.3% | +33.0% | +44.5% |
| YTD | +31.0% | +13.8% | +17.2% | +22.9% |
| 1Y | +19.3% | -0.5% | +19.8% | +18.0% |
| 3Y | +66.8% | +25.6% | +41.2% | +39.0% |
| 5Y | +15.5% | +67.6% | -52.1% | -22.0% |
| All | +15.5% | +68.9% | -53.4% | -22.0% |
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