+103.9%
BP vs RACE
+65.0%
+38.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -11.6% | +5.1% | -16.7% | -12.1% |
| 30D | 0.0% | +7.7% | -7.7% | -0.8% |
| 3M | +6.7% | +2.2% | +4.6% | +6.4% |
| 6M | +2.2% | +23.8% | -21.6% | -1.0% |
| YTD | +33.0% | +13.9% | +19.1% | +30.0% |
| 1Y | +30.7% | +3.8% | +26.9% | +30.2% |
| 3Y | +44.2% | +28.0% | +16.2% | +34.1% |
| All | +103.9% | +65.0% | +38.9% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling