+291.2%
BN vs RACE
+670.3%
-379.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.0% |
| 7D | +5.7% | +5.7% | +0.1% | +3.1% |
| 30D | +12.0% | +9.3% | +2.7% | +7.5% |
| 3M | -6.1% | +3.8% | -9.9% | -7.8% |
| 6M | -8.6% | +29.8% | -38.4% | -19.8% |
| YTD | -8.5% | +15.6% | -24.1% | -15.7% |
| 1Y | -8.4% | +5.1% | -13.5% | -11.9% |
| 3Y | +92.3% | +30.8% | +61.5% | +58.6% |
| 5Y | +31.3% | +67.4% | -36.1% | -5.8% |
| 10Y | +280.5% | +793.6% | -513.1% | +44.7% |
| All | +291.2% | +670.3% | -379.1% | +35.8% |
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