+77.3%
EXE vs RACE
+62.4%
+14.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.1% |
| 7D | +3.6% | -4.0% | +7.6% | +4.2% |
| 30D | -4.3% | +3.5% | -7.9% | -4.9% |
| 3M | -7.7% | -0.4% | -7.2% | -7.8% |
| 6M | -7.2% | +23.2% | -30.4% | -10.9% |
| YTD | -18.5% | +11.0% | -29.5% | -20.5% |
| 1Y | -24.4% | -2.2% | -22.1% | -24.2% |
| 3Y | +21.6% | +22.5% | -1.0% | +11.9% |
| 5Y | +77.3% | +63.2% | +14.2% | +50.5% |
| All | +77.3% | +62.4% | +14.9% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling