+93.1%
ES vs RACE
+741.5%
-648.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.1% | -3.9% | +4.0% | +0.9% |
| 30D | +6.7% | +6.8% | -0.1% | +5.2% |
| 3M | +0.3% | +1.3% | -1.0% | -0.1% |
| 6M | +7.4% | +26.3% | -18.9% | +1.8% |
| YTD | +8.4% | +13.8% | -5.4% | +4.6% |
| 1Y | +0.6% | -0.5% | +1.1% | -0.1% |
| 3Y | +50.6% | +25.6% | +25.0% | +38.7% |
| 5Y | +4.8% | +67.6% | -62.8% | -11.0% |
| 10Y | +93.1% | +724.7% | -631.6% | +21.7% |
| All | +93.1% | +741.5% | -648.4% | +21.7% |
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