+36.3%
FIVE vs RACE
+30.0%
+6.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -1.9% | -3.6% |
| 7D | -1.7% | +5.7% | -7.4% | -3.2% |
| 30D | +14.9% | +9.3% | +5.6% | +12.2% |
| 3M | +7.6% | +3.8% | +3.8% | +6.3% |
| 6M | +6.4% | +29.8% | -23.4% | -2.0% |
| YTD | +28.1% | +15.6% | +12.5% | +21.6% |
| 1Y | +54.7% | +5.1% | +49.6% | +51.3% |
| All | +36.3% | +30.0% | +6.3% | +24.4% |
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