+2.1%
EXC vs RACE
-4.6%
+6.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.1% |
| 7D | -1.9% | -4.0% | +2.1% | -1.8% |
| 30D | +7.8% | +3.5% | +4.2% | +7.7% |
| 3M | +1.9% | -0.4% | +2.3% | +1.8% |
| 6M | +3.4% | +23.2% | -19.8% | +2.7% |
| YTD | +7.6% | +11.0% | -3.4% | +6.6% |
| 1Y | +2.1% | -2.2% | +4.3% | +1.9% |
| All | +2.1% | -4.6% | +6.7% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling