+196.9%
EXC vs RACE
+647.6%
-450.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.6% |
| 7D | +0.3% | -2.5% | +2.8% | +0.8% |
| 30D | -3.7% | +0.8% | -4.5% | -4.0% |
| 3M | -1.3% | +17.2% | -18.4% | -5.1% |
| 6M | -9.7% | +13.6% | -23.3% | -12.9% |
| YTD | +2.9% | +12.2% | -9.3% | -0.8% |
| 1Y | +4.4% | -16.3% | +20.6% | +7.3% |
| 3Y | +22.2% | +36.4% | -14.2% | +6.9% |
| 5Y | +46.7% | +95.0% | -48.3% | +13.0% |
| 10Y | +155.3% | +813.2% | -657.9% | +35.8% |
| All | +196.9% | +647.6% | -450.7% | +60.5% |
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