-2.3%
BR vs RACE
+36.9%
-39.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.1% |
| 7D | -5.3% | -2.5% | -2.8% | -5.0% |
| 30D | +6.4% | +0.8% | +5.7% | +6.3% |
| 3M | +13.6% | +17.2% | -3.5% | +11.4% |
| 6M | -6.7% | +13.6% | -20.3% | -8.4% |
| YTD | -21.1% | +12.2% | -33.3% | -22.4% |
| 1Y | -29.6% | -16.3% | -13.3% | -28.1% |
| All | -2.3% | +36.9% | -39.2% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling