+3,459.3%
FIX vs RACE
+752.7%
+2,706.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.3% | -9.3% | -10.6% |
| 7D | -27.2% | +5.7% | -32.9% | -29.1% |
| 30D | -46.9% | +9.3% | -56.2% | -49.1% |
| 3M | -44.4% | +3.8% | -48.3% | -45.6% |
| 6M | -50.9% | +29.8% | -80.7% | -57.1% |
| YTD | +3.5% | +15.6% | -12.1% | -5.4% |
| 1Y | -2.1% | +5.1% | -7.2% | -6.5% |
| 3Y | +418.7% | +30.8% | +388.0% | +327.8% |
| 5Y | +894.6% | +67.4% | +827.1% | +609.9% |
| All | +3,459.3% | +752.7% | +2,706.6% | +1,318.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling