+122.2%
ALL vs RACE
+93.6%
+28.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.0% |
| 7D | 0.0% | -2.5% | +2.5% | +0.4% |
| 30D | -1.5% | +0.8% | -2.3% | -1.7% |
| 3M | +23.6% | +17.2% | +6.5% | +19.9% |
| 6M | +22.3% | +13.6% | +8.8% | +19.1% |
| YTD | +26.5% | +12.2% | +14.3% | +23.2% |
| 1Y | +27.0% | -16.3% | +43.3% | +30.1% |
| 3Y | +149.6% | +36.4% | +113.1% | +124.7% |
| All | +122.2% | +93.6% | +28.7% | +75.7% |
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