+400.1%
BAC vs RACE
+647.6%
-247.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.2% |
| 7D | +0.6% | -2.5% | +3.1% | +1.5% |
| 30D | -0.9% | +0.8% | -1.7% | -1.4% |
| 3M | +16.3% | +17.2% | -0.8% | +8.7% |
| 6M | +26.0% | +13.6% | +12.4% | +18.5% |
| YTD | +15.2% | +12.2% | +3.0% | +8.2% |
| 1Y | +26.5% | -16.3% | +42.8% | +32.5% |
| 3Y | +132.4% | +36.4% | +96.0% | +89.0% |
| 5Y | +72.6% | +95.0% | -22.4% | +15.9% |
| 10Y | +389.7% | +813.2% | -423.5% | +69.1% |
| All | +400.1% | +647.6% | -247.5% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling