+216.5%
EXC vs RACE
+670.3%
-453.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +3.0% | +1.1% |
| 7D | +1.4% | +5.7% | -4.3% | +0.1% |
| 30D | +11.6% | +9.3% | +2.3% | +9.4% |
| 3M | +2.7% | +3.8% | -1.2% | +1.6% |
| 6M | +2.7% | +29.8% | -27.1% | -3.8% |
| YTD | +9.7% | +15.6% | -5.9% | +5.0% |
| 1Y | +4.5% | +5.1% | -0.5% | +2.3% |
| 3Y | +28.5% | +30.8% | -2.3% | +14.1% |
| 5Y | +43.9% | +67.4% | -23.5% | +16.6% |
| 10Y | +183.7% | +793.6% | -609.9% | +51.4% |
| All | +216.5% | +670.3% | -453.8% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling