-33.9%
BAX vs RACE
+738.3%
-772.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.2% |
| 7D | +9.0% | +3.9% | +5.1% | +7.9% |
| 30D | +8.5% | +7.4% | +1.0% | +6.2% |
| 3M | -4.1% | +1.6% | -5.7% | -4.7% |
| 6M | +46.9% | +23.3% | +23.6% | +37.9% |
| YTD | +38.4% | +14.7% | +23.7% | +31.9% |
| 1Y | +47.0% | +2.5% | +44.5% | +44.6% |
| 3Y | -14.9% | +28.0% | -42.9% | -21.9% |
| 5Y | -62.5% | +69.8% | -132.3% | -68.7% |
| 10Y | -33.9% | +734.9% | -768.8% | -57.7% |
| All | -33.9% | +738.3% | -772.2% | -57.7% |
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 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