+127.7%
BP vs RACE
+738.3%
-610.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | 0.0% |
| 7D | -6.9% | +3.9% | -10.8% | -7.9% |
| 30D | -3.6% | +7.4% | -11.0% | -5.5% |
| 3M | +8.4% | +1.6% | +6.8% | +7.6% |
| 6M | +5.3% | +23.3% | -18.0% | -1.5% |
| YTD | +33.2% | +14.7% | +18.5% | +25.8% |
| 1Y | +28.2% | +2.5% | +25.6% | +25.3% |
| 3Y | +49.2% | +28.0% | +21.3% | +30.4% |
| 5Y | +102.9% | +69.8% | +33.1% | +56.3% |
| 10Y | +127.7% | +734.9% | -607.2% | +17.1% |
| All | +127.7% | +738.3% | -610.6% | +17.1% |
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 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