-15.0%
BAX vs RACE
+670.3%
-685.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.5% |
| 7D | +9.1% | +5.7% | +3.5% | +7.5% |
| 30D | +5.3% | +9.3% | -4.0% | +2.7% |
| 3M | -6.1% | +3.8% | -9.9% | -7.2% |
| 6M | +53.3% | +29.8% | +23.5% | +42.3% |
| YTD | +34.4% | +15.6% | +18.8% | +28.2% |
| 1Y | +43.2% | +5.1% | +38.1% | +40.0% |
| 3Y | -20.1% | +30.8% | -50.9% | -26.7% |
| 5Y | -63.7% | +67.4% | -131.2% | -69.3% |
| 10Y | -36.3% | +793.6% | -830.0% | -63.7% |
| All | -15.0% | +670.3% | -685.3% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling