+5,720.9%
FIX vs RACE
+647.6%
+5,073.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.6% |
| 7D | +6.0% | -2.5% | +8.6% | +7.0% |
| 30D | -7.2% | +0.8% | -8.0% | -7.7% |
| 3M | -15.9% | +17.2% | -33.0% | -21.5% |
| 6M | +12.7% | +13.6% | -0.8% | +6.0% |
| YTD | +72.8% | +12.2% | +60.6% | +62.2% |
| 1Y | +122.9% | -16.3% | +139.2% | +133.7% |
| 3Y | +774.3% | +36.4% | +737.9% | +634.2% |
| 5Y | +2,049.5% | +95.0% | +1,954.5% | +1,439.7% |
| 10Y | +5,821.5% | +813.2% | +5,008.2% | +3,102.6% |
| All | +5,720.9% | +647.6% | +5,073.3% | +2,925.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling