+53.9%
F vs RACE
+93.6%
-39.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.4% |
| 7D | +5.3% | -2.5% | +7.8% | +6.7% |
| 30D | +4.6% | +0.8% | +3.8% | +4.2% |
| 3M | -3.7% | +17.2% | -20.8% | -11.6% |
| 6M | +16.8% | +13.6% | +3.2% | +8.4% |
| YTD | +15.3% | +12.2% | +3.1% | +7.1% |
| 1Y | +31.0% | -16.3% | +47.3% | +40.8% |
| 3Y | +45.4% | +36.4% | +9.0% | +4.4% |
| All | +53.9% | +93.6% | -39.6% | -11.9% |
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 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