+7.4%
BAH vs RACE
+65.0%
-57.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -3.0% | -4.2% |
| 7D | -3.5% | +5.1% | -8.6% | -4.4% |
| 30D | +24.3% | +7.7% | +16.6% | +22.6% |
| 3M | +16.3% | +2.2% | +14.1% | +15.8% |
| 6M | +13.6% | +23.8% | -10.2% | +9.2% |
| YTD | +3.5% | +13.9% | -10.4% | +0.5% |
| 1Y | +2.7% | +3.8% | -1.1% | +1.5% |
| 3Y | -26.6% | +28.0% | -54.6% | -31.1% |
| All | +7.4% | +65.0% | -57.7% | -4.1% |
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 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