+81.0%
F vs RACE
+738.3%
-657.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.3% |
| 7D | -0.6% | +3.9% | -4.6% | -2.6% |
| 30D | +2.9% | +7.4% | -4.6% | -0.8% |
| 3M | -9.5% | +1.6% | -11.1% | -10.3% |
| 6M | +4.0% | +23.3% | -19.3% | -7.2% |
| YTD | -1.3% | +14.7% | -15.9% | -9.2% |
| 1Y | -1.9% | +2.5% | -4.5% | -4.6% |
| 3Y | +53.5% | +28.0% | +25.5% | +24.4% |
| 5Y | -15.1% | +69.8% | -85.0% | -42.6% |
| 10Y | +81.0% | +734.9% | -653.9% | -40.3% |
| All | +81.0% | +738.3% | -657.3% | -40.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling