+20.0%
EXE vs RACE
+36.9%
-16.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.8% | -1.0% |
| 7D | -0.3% | -2.5% | +2.3% | -0.1% |
| 30D | +8.5% | +0.8% | +7.7% | +8.3% |
| 3M | +5.5% | +17.2% | -11.7% | +3.7% |
| 6M | -5.9% | +13.6% | -19.5% | -7.1% |
| YTD | -9.7% | +12.2% | -21.9% | -10.8% |
| 1Y | +3.6% | -16.3% | +19.8% | +7.0% |
| All | +20.0% | +36.9% | -16.9% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling