+48.4%
D vs RACE
+741.5%
-693.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.4% | -3.9% | +1.4% | -1.7% |
| 30D | +9.0% | +6.8% | +2.2% | +7.6% |
| 3M | +1.0% | +1.3% | -0.4% | +0.6% |
| 6M | +11.0% | +26.3% | -15.3% | +5.5% |
| YTD | +19.8% | +13.8% | +6.0% | +15.8% |
| 1Y | +16.0% | -0.5% | +16.4% | +15.1% |
| 3Y | +74.4% | +25.6% | +48.7% | +59.9% |
| 5Y | +13.5% | +67.6% | -54.1% | -4.1% |
| 10Y | +48.4% | +724.7% | -676.3% | -8.0% |
| All | +48.4% | +741.5% | -693.2% | -8.0% |
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