+23.7%
EXC vs RACE
+36.9%
-13.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -1.0% |
| 7D | +0.3% | -2.5% | +2.8% | +0.4% |
| 30D | -3.7% | +0.8% | -4.5% | -3.8% |
| 3M | -1.3% | +17.2% | -18.4% | -2.0% |
| 6M | -9.7% | +13.6% | -23.3% | -10.4% |
| YTD | +2.9% | +12.2% | -9.3% | +2.2% |
| 1Y | +4.4% | -16.3% | +20.6% | +5.1% |
| All | +23.7% | +36.9% | -13.2% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling