+53.9%
BDX vs RACE
+793.3%
-739.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.8% |
| 7D | -4.3% | -1.0% | -3.2% | -4.0% |
| 30D | +1.3% | -1.5% | +2.8% | +1.6% |
| 3M | +20.2% | +15.5% | +4.8% | +16.2% |
| 6M | +8.6% | +17.3% | -8.7% | +4.3% |
| YTD | +19.0% | +11.1% | +7.9% | +15.4% |
| 1Y | +21.2% | -14.3% | +35.4% | +24.1% |
| 3Y | -9.7% | +40.2% | -49.9% | -19.5% |
| 5Y | -3.4% | +92.6% | -96.0% | -22.3% |
| 10Y | +53.9% | +786.6% | -732.7% | -13.5% |
| All | +53.9% | +793.3% | -739.4% | -13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling