+95.6%
BN vs RACE
+28.1%
+67.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | +5.3% | +5.1% | +0.3% | +3.6% |
| 30D | +11.9% | +7.7% | +4.2% | +9.1% |
| 3M | -5.7% | +2.2% | -7.9% | -6.5% |
| 6M | -10.6% | +23.8% | -34.4% | -17.3% |
| YTD | -9.4% | +13.9% | -23.3% | -14.2% |
| 1Y | -8.8% | +3.8% | -12.6% | -11.1% |
| 3Y | +95.6% | +28.0% | +67.6% | +76.3% |
| All | +95.6% | +28.1% | +67.5% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling