-30.0%
BAX vs RACE
+36.9%
-66.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.7% |
| 7D | -1.1% | -2.5% | +1.4% | -0.3% |
| 30D | -5.5% | +0.8% | -6.2% | -5.8% |
| 3M | +33.5% | +17.2% | +16.4% | +26.6% |
| 6M | +35.9% | +13.6% | +22.3% | +29.6% |
| YTD | +35.4% | +12.2% | +23.1% | +28.8% |
| 1Y | +9.8% | -16.3% | +26.0% | +14.4% |
| All | -30.0% | +36.9% | -66.8% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling