+18.0%
BAC vs RACE
+65.0%
-47.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | -1.2% | +5.1% | -6.3% | -2.5% |
| 30D | -7.7% | +7.7% | -15.4% | -9.6% |
| 3M | -21.2% | +2.2% | -23.3% | -21.7% |
| 6M | -6.8% | +23.8% | -30.6% | -13.0% |
| YTD | -8.7% | +13.9% | -22.6% | -13.1% |
| 1Y | -5.3% | +3.8% | -9.1% | -7.2% |
| 3Y | +87.4% | +28.0% | +59.4% | +59.6% |
| All | +18.0% | +65.0% | -47.0% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling