+109.4%
C vs RACE
+65.1%
+44.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.3% | -2.7% | -4.3% |
| 7D | -5.3% | +5.7% | -11.0% | -6.9% |
| 30D | -7.3% | +9.3% | -16.6% | -9.9% |
| 3M | -13.5% | +3.8% | -17.3% | -14.7% |
| 6M | -6.5% | +29.8% | -36.3% | -14.7% |
| YTD | +3.6% | +15.6% | -12.0% | -2.4% |
| 1Y | +18.9% | +5.1% | +13.8% | +15.7% |
| 3Y | +205.0% | +30.8% | +174.2% | +157.6% |
| 5Y | +109.4% | +67.4% | +41.9% | +40.7% |
| All | +109.4% | +65.1% | +44.3% | +40.7% |
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