+48.7%
F vs RACE
+688.6%
-639.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.3% | -1.3% | +0.9% |
| 7D | +6.0% | +9.9% | -3.9% | +1.3% |
| 30D | +4.3% | +12.8% | -8.5% | -1.6% |
| 3M | -10.1% | +7.4% | -17.4% | -13.1% |
| 6M | +12.8% | +27.6% | -14.8% | -0.5% |
| YTD | -0.1% | +18.4% | -18.5% | -9.1% |
| 1Y | +3.7% | +9.5% | -5.8% | -2.2% |
| 3Y | +42.7% | +33.9% | +8.8% | +15.2% |
| 5Y | -11.0% | +74.9% | -85.9% | -38.5% |
| 10Y | +87.0% | +814.9% | -727.9% | -32.9% |
| All | +48.7% | +688.6% | -639.9% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling