+214.5%
BAC vs RACE
+717.8%
-503.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.6% |
| 7D | +1.5% | -4.0% | +5.5% | +3.1% |
| 30D | -6.4% | +3.5% | -9.9% | -7.6% |
| 3M | -21.7% | -0.4% | -21.2% | -21.7% |
| 6M | +0.5% | +23.2% | -22.7% | -8.2% |
| YTD | -6.7% | +11.0% | -17.7% | -12.0% |
| 1Y | -4.7% | -2.2% | -2.4% | -5.4% |
| 3Y | +96.1% | +22.5% | +73.5% | +66.7% |
| 5Y | +21.7% | +63.2% | -41.5% | -12.4% |
| All | +214.5% | +717.8% | -503.4% | +13.0% |
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