-36.8%
BAX vs RACE
+740.1%
-776.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | +12.1% | +5.1% | +7.0% | +10.6% |
| 30D | +7.6% | +7.7% | -0.1% | +5.3% |
| 3M | -4.5% | +2.2% | -6.7% | -5.2% |
| 6M | +52.0% | +23.8% | +28.3% | +42.5% |
| YTD | +35.1% | +13.9% | +21.2% | +29.1% |
| 1Y | +43.7% | +3.8% | +39.9% | +40.9% |
| 3Y | -20.9% | +28.0% | -49.0% | -27.4% |
| 5Y | -63.5% | +64.9% | -128.5% | -69.3% |
| All | -36.8% | +740.1% | -776.9% | -59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling