+222.7%
B vs RACE
+741.5%
-518.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.7% | -3.9% | +1.2% | -1.9% |
| 30D | -4.3% | +6.8% | -11.1% | -5.5% |
| 3M | -2.3% | +1.3% | -3.6% | -2.5% |
| 6M | -16.2% | +26.3% | -42.5% | -19.6% |
| YTD | -8.8% | +13.8% | -22.6% | -11.2% |
| 1Y | +11.4% | -0.5% | +11.8% | +10.8% |
| 3Y | +174.3% | +25.6% | +148.6% | +157.8% |
| 5Y | +116.2% | +67.6% | +48.6% | +91.1% |
| 10Y | +222.7% | +724.7% | -501.9% | +115.3% |
| All | +222.7% | +741.5% | -518.8% | +115.3% |
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