+7.8%
BR vs RACE
+92.4%
-84.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.2% |
| 7D | -5.9% | -1.0% | -4.9% | -5.7% |
| 30D | +1.9% | -1.5% | +3.4% | +2.2% |
| 3M | +14.7% | +15.5% | -0.8% | +10.6% |
| 6M | -12.8% | +17.3% | -30.1% | -16.5% |
| YTD | -23.0% | +11.1% | -34.2% | -25.6% |
| 1Y | -31.7% | -14.3% | -17.4% | -29.6% |
| 3Y | -4.8% | +40.2% | -44.9% | -21.0% |
| 5Y | +7.8% | +92.6% | -84.7% | -24.2% |
| All | +7.8% | +92.4% | -84.6% | -24.2% |
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