+88.7%
BAC vs RACE
+30.0%
+58.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -3.2% |
| 7D | -2.7% | +5.7% | -8.4% | -3.5% |
| 30D | -8.0% | +9.3% | -17.3% | -9.3% |
| 3M | -20.9% | +3.8% | -24.8% | -21.5% |
| 6M | -5.4% | +29.8% | -35.2% | -9.6% |
| YTD | -8.1% | +15.6% | -23.7% | -10.7% |
| 1Y | -3.1% | +5.1% | -8.2% | -4.2% |
| All | +88.7% | +30.0% | +58.7% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling