+12.5%
A vs RACE
+65.0%
-52.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.3% |
| 7D | -0.1% | +5.1% | -5.1% | -2.0% |
| 30D | +3.4% | +7.7% | -4.3% | +0.4% |
| 3M | +23.8% | +2.2% | +21.7% | +22.6% |
| 6M | +49.0% | +23.8% | +25.2% | +36.2% |
| YTD | +29.4% | +13.9% | +15.5% | +21.3% |
| 1Y | +19.4% | +3.8% | +15.6% | +16.1% |
| 3Y | +66.2% | +28.0% | +38.2% | +37.0% |
| All | +12.5% | +65.0% | -52.5% | -23.8% |
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