-19.0%
BAX vs RACE
+24.7%
-43.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.2% |
| 7D | +0.1% | -1.2% | +1.3% | +0.5% |
| 30D | +4.1% | +6.1% | -2.1% | +2.0% |
| 3M | -4.5% | -0.3% | -4.3% | -4.6% |
| 6M | +49.2% | +23.4% | +25.8% | +38.7% |
| YTD | +35.2% | +12.5% | +22.7% | +28.4% |
| 1Y | +38.3% | -0.5% | +38.8% | +36.6% |
| 3Y | -19.0% | +23.6% | -42.7% | -20.3% |
| All | -19.0% | +24.7% | -43.7% | -20.3% |
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