-12.0%
A vs RACE
+93.6%
-105.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.3% |
| 7D | -1.9% | -2.5% | +0.6% | -1.0% |
| 30D | +6.9% | +0.8% | +6.1% | +6.6% |
| 3M | +9.2% | +17.2% | -7.9% | +2.3% |
| 6M | +25.7% | +13.6% | +12.1% | +18.7% |
| YTD | +11.5% | +12.2% | -0.7% | +5.4% |
| 1Y | +18.4% | -16.3% | +34.6% | +24.7% |
| 3Y | +26.6% | +36.4% | -9.8% | +1.1% |
| All | -12.0% | +93.6% | -105.6% | -42.8% |
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