-12.5%
F vs RACE
+69.7%
-82.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.3% |
| 7D | +1.0% | +0.2% | +0.7% | +0.8% |
| 30D | +2.1% | +6.6% | -4.5% | -1.2% |
| 3M | -10.3% | +2.2% | -12.5% | -11.3% |
| 6M | +3.3% | +22.4% | -19.1% | -7.7% |
| YTD | -2.0% | +13.8% | -15.8% | -9.6% |
| 1Y | -2.3% | +2.2% | -4.5% | -4.7% |
| 3Y | +49.9% | +25.6% | +24.3% | +15.1% |
| 5Y | -12.5% | +71.0% | -83.4% | -47.4% |
| All | -12.5% | +69.7% | -82.1% | -47.4% |
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 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