+635.4%
B vs RACE
+647.6%
-12.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.9% |
| 7D | -1.6% | -2.5% | +0.9% | -1.2% |
| 30D | +9.4% | +0.8% | +8.7% | +9.4% |
| 3M | +5.0% | +17.2% | -12.2% | +2.4% |
| 6M | -3.5% | +13.6% | -17.1% | -5.6% |
| YTD | +4.5% | +12.2% | -7.8% | +2.2% |
| 1Y | +67.8% | -16.3% | +84.0% | +70.9% |
| 3Y | +196.7% | +36.4% | +160.3% | +177.5% |
| 5Y | +151.9% | +95.0% | +57.0% | +121.9% |
| 10Y | +202.2% | +813.2% | -611.1% | +130.2% |
| All | +635.4% | +647.6% | -12.2% | +470.3% |
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 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