+518.1%
BE vs RACE
+68.9%
+449.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | 0.0% | +13.0% | +13.0% |
| 7D | +4.5% | -3.9% | +8.4% | +7.2% |
| 30D | -20.1% | +6.8% | -26.9% | -23.0% |
| 3M | -0.8% | +1.3% | -2.2% | -1.6% |
| 6M | -26.2% | +26.3% | -52.5% | -35.9% |
| YTD | +141.1% | +13.8% | +127.3% | +117.0% |
| 1Y | +64.8% | -0.5% | +65.3% | +63.2% |
| 3Y | +1,887.4% | +25.6% | +1,861.7% | +1,214.7% |
| 5Y | +518.1% | +67.6% | +450.5% | +180.1% |
| All | +518.1% | +68.9% | +449.2% | +180.1% |
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