-4.7%
BAC vs RACE
-4.6%
-0.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | 0.0% |
| 7D | +1.5% | -4.0% | +5.5% | +2.1% |
| 30D | -6.4% | +3.5% | -9.9% | -6.7% |
| 3M | -21.7% | -0.4% | -21.2% | -21.6% |
| 6M | +0.5% | +23.2% | -22.7% | -1.8% |
| YTD | -6.7% | +11.0% | -17.7% | -7.3% |
| 1Y | -4.7% | -2.2% | -2.4% | -1.2% |
| All | -4.7% | -4.6% | -0.1% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling