+443.7%
ALL vs RACE
+647.6%
-203.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.9% |
| 7D | 0.0% | -2.5% | +2.5% | +0.6% |
| 30D | -1.5% | +0.8% | -2.3% | -1.8% |
| 3M | +23.6% | +17.2% | +6.5% | +18.4% |
| 6M | +22.3% | +13.6% | +8.8% | +17.6% |
| YTD | +26.5% | +12.2% | +14.3% | +21.7% |
| 1Y | +27.0% | -16.3% | +43.3% | +31.0% |
| 3Y | +149.6% | +36.4% | +113.1% | +119.5% |
| 5Y | +118.1% | +95.0% | +23.1% | +69.4% |
| 10Y | +369.0% | +813.2% | -444.3% | +172.0% |
| All | +443.7% | +647.6% | -203.9% | +203.1% |
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