+192.7%
EXC vs RACE
+717.8%
-525.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.6% |
| 7D | -1.9% | -4.0% | +2.1% | -1.1% |
| 30D | +7.8% | +3.5% | +4.2% | +6.9% |
| 3M | +1.9% | -0.4% | +2.3% | +1.8% |
| 6M | +3.4% | +23.2% | -19.8% | -2.0% |
| YTD | +7.6% | +11.0% | -3.4% | +3.9% |
| 1Y | +2.1% | -2.2% | +4.3% | +1.6% |
| 3Y | +29.6% | +22.5% | +7.1% | +16.1% |
| 5Y | +39.5% | +63.2% | -23.7% | +12.0% |
| All | +192.7% | +717.8% | -525.1% | +59.0% |
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