+138.0%
B vs RACE
+65.0%
+72.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | +9.6% | +5.1% | +4.5% | +8.4% |
| 30D | +3.5% | +7.7% | -4.2% | +1.8% |
| 3M | -1.6% | +2.2% | -3.8% | -2.0% |
| 6M | -1.7% | +23.8% | -25.4% | -6.0% |
| YTD | -5.3% | +13.9% | -19.2% | -8.4% |
| 1Y | +27.2% | +3.8% | +23.4% | +25.1% |
| 3Y | +166.1% | +28.0% | +138.1% | +142.4% |
| All | +138.0% | +65.0% | +72.9% | +98.9% |
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