+127.0%
BP vs RACE
+740.2%
-613.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.2% |
| 7D | -6.3% | +0.2% | -6.6% | -6.4% |
| 30D | -3.6% | +6.6% | -10.2% | -5.3% |
| 3M | +5.2% | +2.2% | +3.0% | +4.3% |
| 6M | +5.3% | +22.4% | -17.1% | -1.3% |
| YTD | +33.1% | +13.8% | +19.3% | +26.0% |
| 1Y | +26.3% | +2.2% | +24.1% | +23.5% |
| 3Y | +47.5% | +25.6% | +21.9% | +29.6% |
| 5Y | +106.2% | +71.0% | +35.2% | +58.2% |
| 10Y | +127.0% | +739.1% | -612.1% | +16.5% |
| All | +127.0% | +740.2% | -613.2% | +16.5% |
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