+233.0%
BAC vs RACE
+741.5%
-508.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.9% | -3.9% | +2.0% | -0.4% |
| 30D | -7.2% | +6.8% | -14.0% | -9.4% |
| 3M | -20.4% | +1.3% | -21.8% | -21.0% |
| 6M | +1.3% | +26.3% | -25.0% | -8.3% |
| YTD | -6.4% | +13.8% | -20.2% | -12.6% |
| 1Y | -3.5% | -0.5% | -3.1% | -4.9% |
| 3Y | +96.7% | +25.6% | +71.1% | +65.9% |
| 5Y | +20.6% | +67.6% | -47.0% | -13.9% |
| 10Y | +233.0% | +724.7% | -491.6% | +33.5% |
| All | +233.0% | +741.5% | -508.5% | +33.5% |
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