+609.0%
COST vs RACE
+783.2%
-174.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -2.8% | -2.6% | -0.1% | -2.1% |
| 30D | -5.3% | -1.1% | -4.2% | -5.1% |
| 3M | -6.7% | +12.5% | -19.2% | -9.8% |
| 6M | -9.9% | +17.4% | -27.4% | -14.2% |
| YTD | +5.1% | +10.1% | -5.0% | +1.5% |
| 1Y | -7.3% | -15.1% | +7.9% | -4.8% |
| 3Y | +70.4% | +38.9% | +31.5% | +47.1% |
| 5Y | +104.4% | +90.7% | +13.7% | +58.0% |
| 10Y | +609.0% | +801.8% | -192.8% | +293.5% |
| All | +609.0% | +783.2% | -174.2% | +293.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling