+297.0%
BAC vs RACE
+670.3%
-373.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -2.7% |
| 7D | -2.7% | +5.7% | -8.4% | -4.7% |
| 30D | -8.0% | +9.3% | -17.3% | -11.1% |
| 3M | -20.9% | +3.8% | -24.8% | -22.2% |
| 6M | -5.4% | +29.8% | -35.2% | -15.3% |
| YTD | -8.1% | +15.6% | -23.7% | -14.7% |
| 1Y | -3.1% | +5.1% | -8.2% | -6.7% |
| 3Y | +88.1% | +30.8% | +57.3% | +56.5% |
| 5Y | +19.7% | +67.4% | -47.7% | -13.4% |
| 10Y | +275.9% | +793.6% | -517.8% | +31.2% |
| All | +297.0% | +670.3% | -373.3% | +26.1% |
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 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