+105.3%
KEY vs RACE
+740.2%
-634.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | 0.0% |
| 7D | +0.5% | +0.2% | +0.3% | +0.4% |
| 30D | +6.9% | +6.6% | +0.2% | +4.0% |
| 3M | -5.0% | +2.2% | -7.2% | -6.2% |
| 6M | +0.7% | +22.4% | -21.7% | -8.7% |
| YTD | +6.5% | +13.8% | -7.3% | -1.4% |
| 1Y | +22.6% | +2.2% | +20.4% | +19.0% |
| 3Y | +125.3% | +25.6% | +99.7% | +86.2% |
| 5Y | +13.9% | +71.0% | -57.1% | -21.9% |
| 10Y | +105.3% | +739.1% | -633.8% | -17.7% |
| All | +105.3% | +740.2% | -634.8% | -17.7% |
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 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