-18.9%
EXE vs RACE
+10.6%
-29.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.3% | -7.2% | -2.5% |
| 7D | -4.7% | +9.9% | -14.6% | -3.8% |
| 30D | +1.0% | +12.8% | -11.8% | +2.1% |
| 3M | -5.6% | +7.4% | -13.0% | -5.0% |
| 6M | -12.3% | +27.6% | -39.9% | -10.6% |
| YTD | -19.5% | +18.4% | -37.9% | -16.3% |
| 1Y | -18.9% | +9.5% | -28.4% | -11.6% |
| All | -18.9% | +10.6% | -29.4% | -11.6% |
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