+229.8%
ACWI vs RACE
+670.3%
-440.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.5% | -3.0% |
| 7D | -4.0% | +5.7% | -9.7% | -5.8% |
| 30D | -5.8% | +9.3% | -15.1% | -8.7% |
| 3M | -5.0% | +3.8% | -8.9% | -6.4% |
| 6M | +0.7% | +29.8% | -29.1% | -8.6% |
| YTD | +8.4% | +15.6% | -7.2% | +1.7% |
| 1Y | +10.1% | +5.1% | +5.0% | +6.7% |
| 3Y | +70.8% | +30.8% | +40.0% | +46.7% |
| 5Y | +55.4% | +67.4% | -12.0% | +18.8% |
| 10Y | +223.3% | +793.6% | -570.3% | +46.2% |
| All | +229.8% | +670.3% | -440.5% | +43.1% |
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