+51.9%
FIVE vs RACE
+36.9%
+15.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.9% | +7.0% | +5.6% |
| 7D | +4.3% | -2.5% | +6.8% | +5.0% |
| 30D | +12.5% | +0.8% | +11.7% | +12.1% |
| 3M | +31.2% | +17.2% | +14.1% | +24.8% |
| 6M | +14.4% | +13.6% | +0.8% | +9.5% |
| YTD | +33.9% | +12.2% | +21.7% | +28.2% |
| 1Y | +65.1% | -16.3% | +81.3% | +73.5% |
| All | +51.9% | +36.9% | +15.0% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling