+186.7%
B vs RACE
+740.1%
-553.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | +9.6% | +5.1% | +4.5% | +8.6% |
| 30D | +3.5% | +7.7% | -4.2% | +2.1% |
| 3M | -1.6% | +2.2% | -3.8% | -1.9% |
| 6M | -1.7% | +23.8% | -25.4% | -5.3% |
| YTD | -5.3% | +13.9% | -19.2% | -7.8% |
| 1Y | +27.2% | +3.8% | +23.4% | +25.7% |
| 3Y | +166.1% | +28.0% | +138.1% | +149.3% |
| 5Y | +136.5% | +64.9% | +71.6% | +109.4% |
| All | +186.7% | +740.1% | -553.4% | +87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling