+422.6%
A vs RACE
+670.3%
-247.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.2% |
| 7D | -5.2% | +5.7% | -10.8% | -7.2% |
| 30D | +1.4% | +9.3% | -7.8% | -2.0% |
| 3M | +21.9% | +3.8% | +18.1% | +20.0% |
| 6M | +46.7% | +29.8% | +16.9% | +31.8% |
| YTD | +27.2% | +15.6% | +11.6% | +18.7% |
| 1Y | +17.9% | +5.1% | +12.9% | +14.1% |
| 3Y | +61.1% | +30.8% | +30.3% | +37.1% |
| 5Y | +13.8% | +67.4% | -53.6% | -14.4% |
| 10Y | +318.8% | +793.6% | -474.8% | +82.5% |
| All | +422.6% | +670.3% | -247.7% | +118.3% |
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