+47.6%
EXC vs RACE
+93.6%
-45.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.9% |
| 7D | +0.3% | -2.5% | +2.8% | +0.5% |
| 30D | -3.7% | +0.8% | -4.5% | -3.8% |
| 3M | -1.3% | +17.2% | -18.4% | -3.1% |
| 6M | -9.7% | +13.6% | -23.3% | -11.2% |
| YTD | +2.9% | +12.2% | -9.3% | +1.2% |
| 1Y | +4.4% | -16.3% | +20.6% | +6.2% |
| 3Y | +22.2% | +36.4% | -14.2% | +11.1% |
| All | +47.6% | +93.6% | -45.9% | +22.3% |
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