-10.6%
BA vs RACE
+30.0%
-40.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.8% |
| 7D | -0.1% | +5.7% | -5.7% | -1.8% |
| 30D | -9.1% | +9.3% | -18.4% | -11.6% |
| 3M | -28.2% | +3.8% | -32.0% | -29.1% |
| 6M | -23.1% | +29.8% | -52.9% | -28.8% |
| YTD | -20.6% | +15.6% | -36.2% | -24.6% |
| 1Y | -12.7% | +5.1% | -17.8% | -14.9% |
| All | -10.6% | +30.0% | -40.6% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling