+15.2%
D vs RACE
+65.0%
-49.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.3% |
| 7D | +3.0% | +5.1% | -2.1% | +2.3% |
| 30D | +11.5% | +7.7% | +3.8% | +10.5% |
| 3M | +3.7% | +2.2% | +1.6% | +3.4% |
| 6M | +13.5% | +23.8% | -10.2% | +10.1% |
| YTD | +20.7% | +13.9% | +6.8% | +18.0% |
| 1Y | +18.2% | +3.8% | +14.5% | +17.0% |
| 3Y | +73.3% | +28.0% | +45.3% | +61.9% |
| All | +15.2% | +65.0% | -49.8% | -0.1% |
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