+226.8%
LOW vs RACE
+793.3%
-566.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.4% |
| 7D | +0.4% | -1.0% | +1.4% | +0.8% |
| 30D | -10.1% | -1.5% | -8.6% | -9.6% |
| 3M | -2.9% | +15.5% | -18.3% | -8.5% |
| 6M | -19.4% | +17.3% | -36.7% | -24.8% |
| YTD | -15.4% | +11.1% | -26.6% | -19.7% |
| 1Y | -24.9% | -14.3% | -10.7% | -21.7% |
| 3Y | -7.8% | +40.2% | -48.0% | -25.3% |
| 5Y | +8.4% | +92.6% | -84.2% | -25.5% |
| 10Y | +226.8% | +786.6% | -559.8% | +38.7% |
| All | +226.8% | +793.3% | -566.5% | +38.7% |
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