+251.7%
BAC vs RACE
+738.3%
-486.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.0% |
| 7D | +2.0% | +3.9% | -1.9% | +0.5% |
| 30D | -6.9% | +7.4% | -14.4% | -9.4% |
| 3M | -19.6% | +1.6% | -21.2% | -20.2% |
| 6M | -0.5% | +23.3% | -23.8% | -9.0% |
| YTD | -6.6% | +14.7% | -21.3% | -13.0% |
| 1Y | -3.0% | +2.5% | -5.5% | -5.5% |
| 3Y | +97.3% | +28.0% | +69.3% | +65.1% |
| 5Y | +21.9% | +69.8% | -47.9% | -13.5% |
| 10Y | +251.7% | +734.9% | -483.2% | +46.1% |
| All | +251.7% | +738.3% | -486.6% | +46.1% |
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