+105.9%
C vs RACE
+65.0%
+40.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | -2.4% | +5.1% | -7.5% | -3.9% |
| 30D | -6.0% | +7.7% | -13.7% | -8.2% |
| 3M | -10.5% | +2.2% | -12.7% | -11.3% |
| 6M | -5.7% | +23.8% | -29.5% | -12.6% |
| YTD | +4.1% | +13.9% | -9.8% | -1.5% |
| 1Y | +20.5% | +3.8% | +16.7% | +17.7% |
| 3Y | +208.1% | +28.0% | +180.1% | +162.2% |
| All | +105.9% | +65.0% | +40.9% | +38.9% |
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