+157.6%
B vs RACE
+93.6%
+64.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.8% |
| 7D | -1.6% | -2.5% | +0.9% | -1.0% |
| 30D | +9.4% | +0.8% | +8.7% | +9.3% |
| 3M | +5.0% | +17.2% | -12.2% | +1.7% |
| 6M | -3.5% | +13.6% | -17.1% | -6.2% |
| YTD | +4.5% | +12.2% | -7.8% | +1.5% |
| 1Y | +67.8% | -16.3% | +84.0% | +71.4% |
| 3Y | +196.7% | +36.4% | +160.3% | +166.4% |
| All | +157.6% | +93.6% | +64.1% | +111.9% |
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