+19.0%
BR vs RACE
+65.0%
-46.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.5% |
| 7D | +6.5% | +5.1% | +1.4% | +5.2% |
| 30D | +18.9% | +7.7% | +11.2% | +16.8% |
| 3M | +16.3% | +2.2% | +14.1% | +15.5% |
| 6M | +26.2% | +23.8% | +2.4% | +19.4% |
| YTD | -13.1% | +13.9% | -27.0% | -16.6% |
| 1Y | -10.5% | +3.8% | -14.2% | -11.9% |
| 3Y | +13.3% | +28.0% | -14.7% | -2.1% |
| All | +19.0% | +65.0% | -46.0% | -11.9% |
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