-23.1%
EXE vs RACE
-1.0%
-22.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +1.0% |
| 7D | +5.3% | -1.2% | +6.5% | +5.2% |
| 30D | -2.2% | +6.1% | -8.3% | -1.6% |
| 3M | -5.9% | -0.3% | -5.6% | -5.8% |
| 6M | -5.7% | +23.4% | -29.1% | -3.9% |
| YTD | -17.8% | +12.5% | -30.4% | -15.3% |
| 1Y | -23.1% | -0.5% | -22.7% | -15.9% |
| All | -23.1% | -1.0% | -22.1% | -15.9% |
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 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