+112.4%
C vs RACE
+67.1%
+45.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.2% |
| 7D | -0.9% | +3.9% | -4.8% | -2.1% |
| 30D | -5.4% | +7.4% | -12.8% | -7.6% |
| 3M | -9.2% | +1.6% | -10.8% | -9.8% |
| 6M | -1.8% | +23.3% | -25.1% | -8.9% |
| YTD | +6.7% | +14.7% | -8.0% | +0.7% |
| 1Y | +23.5% | +2.5% | +21.0% | +21.2% |
| 3Y | +219.8% | +28.0% | +191.8% | +172.6% |
| 5Y | +112.4% | +69.8% | +42.6% | +42.3% |
| All | +112.4% | +67.1% | +45.3% | +42.3% |
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 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