-65.8%
BAX vs RACE
+93.6%
-159.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.6% |
| 7D | -1.1% | -2.5% | +1.4% | -0.4% |
| 30D | -5.5% | +0.8% | -6.2% | -5.7% |
| 3M | +33.5% | +17.2% | +16.4% | +27.5% |
| 6M | +35.9% | +13.6% | +22.3% | +30.6% |
| YTD | +35.4% | +12.2% | +23.1% | +29.8% |
| 1Y | +9.8% | -16.3% | +26.0% | +13.6% |
| 3Y | -32.7% | +36.4% | -69.2% | -37.5% |
| All | -65.8% | +93.6% | -159.4% | -70.7% |
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 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