+71.6%
F vs RACE
+647.6%
-576.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.4% |
| 7D | +5.3% | -2.5% | +7.8% | +6.6% |
| 30D | +4.6% | +0.8% | +3.8% | +4.2% |
| 3M | -3.7% | +17.2% | -20.8% | -11.2% |
| 6M | +16.8% | +13.6% | +3.2% | +8.9% |
| YTD | +15.3% | +12.2% | +3.1% | +7.7% |
| 1Y | +31.0% | -16.3% | +47.3% | +39.5% |
| 3Y | +45.4% | +36.4% | +9.0% | +15.6% |
| 5Y | +54.7% | +95.0% | -40.3% | +1.8% |
| 10Y | +98.2% | +813.2% | -715.0% | -28.3% |
| All | +71.6% | +647.6% | -576.0% | -41.5% |
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