+106.6%
EXE vs RACE
+93.6%
+13.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.8% | -0.8% |
| 7D | -0.3% | -2.5% | +2.3% | +0.1% |
| 30D | +8.5% | +0.8% | +7.7% | +8.2% |
| 3M | +5.5% | +17.2% | -11.7% | +2.2% |
| 6M | -5.9% | +13.6% | -19.5% | -8.5% |
| YTD | -9.7% | +12.2% | -21.9% | -12.2% |
| 1Y | +3.6% | -16.3% | +19.8% | +7.3% |
| 3Y | +18.0% | +36.4% | -18.4% | +4.4% |
| All | +106.6% | +93.6% | +13.1% | +54.1% |
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