+142.2%
BP vs RACE
+729.2%
-587.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.5% |
| 7D | +3.8% | -1.2% | +5.0% | +4.1% |
| 30D | -5.3% | +6.1% | -11.4% | -6.9% |
| 3M | +9.3% | -0.3% | +9.5% | +9.0% |
| 6M | +7.2% | +23.4% | -16.2% | +0.2% |
| YTD | +38.0% | +12.5% | +25.5% | +31.0% |
| 1Y | +33.2% | -0.5% | +33.7% | +31.2% |
| 3Y | +50.3% | +23.6% | +26.7% | +32.6% |
| 5Y | +114.1% | +65.4% | +48.7% | +66.1% |
| All | +142.2% | +729.2% | -587.0% | +22.4% |
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