+431.7%
A vs RACE
+658.9%
-227.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +36.4% |
| YTD | +29.4% | +13.9% | +15.5% | +21.4% |
| 1Y | +19.4% | +3.8% | +15.6% | +16.0% |
| 3Y | +66.2% | +28.0% | +38.2% | +42.6% |
| 5Y | +15.8% | +64.9% | -49.1% | -12.4% |
| 10Y | +326.1% | +780.4% | -454.3% | +86.7% |
| All | +431.7% | +658.9% | -227.2% | +123.3% |
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