+14.0%
D vs RACE
+65.1%
-51.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | +0.1% |
| 7D | +6.9% | +5.7% | +1.3% | +6.2% |
| 30D | +12.3% | +9.3% | +3.0% | +11.1% |
| 3M | +3.0% | +3.8% | -0.8% | +2.5% |
| 6M | +12.8% | +29.8% | -17.0% | +8.7% |
| YTD | +22.6% | +15.6% | +6.9% | +19.6% |
| 1Y | +21.7% | +5.1% | +16.6% | +20.2% |
| 3Y | +83.9% | +30.8% | +53.1% | +71.2% |
| 5Y | +14.0% | +67.4% | -53.5% | -1.3% |
| All | +14.0% | +65.1% | -51.1% | -1.3% |
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