-63.3%
BAX vs RACE
+68.9%
-132.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.6% | -3.9% | +3.3% | +0.6% |
| 30D | +6.3% | +6.8% | -0.5% | +4.2% |
| 3M | -4.6% | +1.3% | -5.9% | -5.1% |
| 6M | +50.4% | +26.3% | +24.1% | +40.2% |
| YTD | +38.0% | +13.8% | +24.2% | +31.6% |
| 1Y | +44.6% | -0.5% | +45.1% | +43.1% |
| 3Y | -15.1% | +25.6% | -40.8% | -20.0% |
| 5Y | -63.3% | +67.6% | -130.9% | -68.4% |
| All | -63.3% | +68.9% | -132.2% | -68.4% |
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 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