+48.3%
D vs RACE
+740.2%
-691.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | +2.4% | +0.2% | +2.1% | +2.3% |
| 30D | +10.9% | +6.6% | +4.3% | +9.5% |
| 3M | +2.8% | +2.2% | +0.6% | +2.3% |
| 6M | +12.7% | +22.4% | -9.7% | +7.8% |
| YTD | +20.3% | +13.8% | +6.5% | +16.3% |
| 1Y | +17.1% | +2.2% | +14.9% | +15.6% |
| 3Y | +75.1% | +25.6% | +49.5% | +60.7% |
| 5Y | +13.1% | +71.0% | -57.8% | -5.0% |
| 10Y | +48.3% | +739.1% | -690.8% | -7.6% |
| All | +48.3% | +740.2% | -691.9% | -7.6% |
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