+41.6%
D vs RACE
+740.1%
-698.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | +3.0% | +5.1% | -2.1% | +2.0% |
| 30D | +11.5% | +7.7% | +3.8% | +9.9% |
| 3M | +3.7% | +2.2% | +1.6% | +3.2% |
| 6M | +13.5% | +23.8% | -10.2% | +8.3% |
| YTD | +20.7% | +13.9% | +6.8% | +16.7% |
| 1Y | +18.2% | +3.8% | +14.5% | +16.4% |
| 3Y | +73.3% | +28.0% | +45.3% | +58.3% |
| 5Y | +12.3% | +64.9% | -52.7% | -4.9% |
| All | +41.6% | +740.1% | -698.4% | -13.9% |
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