+396.6%
BAC vs RACE
+818.0%
-421.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.7% |
| 7D | +1.1% | -2.5% | +3.6% | +2.0% |
| 30D | -0.4% | +0.8% | -1.2% | -0.9% |
| 3M | +16.9% | +17.2% | -0.3% | +9.3% |
| 6M | +26.6% | +13.6% | +13.0% | +19.2% |
| YTD | +15.8% | +12.2% | +3.6% | +8.8% |
| 1Y | +27.2% | -16.3% | +43.4% | +33.2% |
| 3Y | +132.4% | +36.4% | +96.0% | +88.3% |
| 5Y | +72.6% | +95.0% | -22.4% | +14.7% |
| All | +396.6% | +818.0% | -421.4% | +92.4% |
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