+43.5%
FIVE vs RACE
+26.8%
+16.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +7.3% | +0.2% | +7.1% | +7.4% |
| 30D | +18.1% | +6.6% | +11.4% | +16.0% |
| 3M | +7.7% | +2.2% | +5.5% | +6.9% |
| 6M | +13.6% | +22.4% | -8.8% | +6.5% |
| YTD | +34.6% | +13.8% | +20.8% | +28.4% |
| 1Y | +66.2% | +2.2% | +64.0% | +63.9% |
| 3Y | +43.5% | +25.6% | +17.8% | +32.7% |
| All | +43.5% | +26.8% | +16.7% | +32.7% |
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