+551.0%
FIVE vs RACE
+740.1%
-189.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.4% |
| 7D | -0.3% | +5.1% | -5.4% | -2.7% |
| 30D | +17.7% | +7.7% | +10.0% | +13.3% |
| 3M | +4.0% | +2.2% | +1.8% | +2.5% |
| 6M | +2.6% | +23.8% | -21.1% | -9.5% |
| YTD | +27.6% | +13.9% | +13.7% | +16.2% |
| 1Y | +59.9% | +3.8% | +56.2% | +52.9% |
| 3Y | +35.8% | +28.0% | +7.7% | +8.0% |
| 5Y | +14.4% | +64.9% | -50.5% | -23.9% |
| All | +551.0% | +740.1% | -189.0% | +159.7% |
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