-10.8%
BB vs RACE
+68.9%
-79.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +7.3% | -3.9% | +11.2% | +9.6% |
| 30D | +11.2% | +6.8% | +4.4% | +7.5% |
| 3M | +4.7% | +1.3% | +3.3% | +3.6% |
| 6M | +51.1% | +26.3% | +24.9% | +30.8% |
| YTD | +148.0% | +13.8% | +134.2% | +125.4% |
| 1Y | +106.1% | -0.5% | +106.6% | +102.6% |
| 3Y | +158.2% | +25.6% | +132.6% | +86.3% |
| 5Y | -10.8% | +67.6% | -78.4% | -57.1% |
| All | -10.8% | +68.9% | -79.7% | -57.1% |
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