+67.1%
FIVE vs RACE
+0.7%
+66.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.5% | -3.9% | +3.4% | +0.3% |
| 30D | +17.4% | +6.8% | +10.6% | +16.2% |
| 3M | +7.0% | +1.3% | +5.7% | +6.7% |
| 6M | +20.5% | +26.3% | -5.8% | +14.5% |
| YTD | +33.1% | +13.8% | +19.3% | +29.9% |
| 1Y | +67.1% | -0.5% | +67.5% | +68.9% |
| All | +67.1% | +0.7% | +66.4% | +68.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling