+61.8%
FIVE vs RACE
-4.6%
+66.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.0% | -0.9% |
| 7D | +2.4% | -4.0% | +6.4% | +3.3% |
| 30D | +15.8% | +3.5% | +12.3% | +15.4% |
| 3M | +3.8% | -0.4% | +4.2% | +3.8% |
| 6M | +18.5% | +23.2% | -4.6% | +13.2% |
| YTD | +31.2% | +11.0% | +20.2% | +28.7% |
| 1Y | +61.8% | -2.2% | +64.0% | +64.9% |
| All | +61.8% | -4.6% | +66.4% | +64.9% |
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