-9.5%
M vs RACE
+717.8%
-727.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -0.8% |
| 7D | +0.6% | -4.0% | +4.6% | +2.7% |
| 30D | +7.0% | +3.5% | +3.4% | +5.4% |
| 3M | +3.1% | -0.4% | +3.6% | +3.2% |
| 6M | +33.5% | +23.2% | +10.4% | +19.4% |
| YTD | +13.4% | +11.0% | +2.4% | +5.8% |
| 1Y | +22.4% | -2.2% | +24.7% | +21.9% |
| 3Y | +150.9% | +22.5% | +128.3% | +109.0% |
| 5Y | -3.0% | +63.2% | -66.2% | -33.5% |
| All | -9.5% | +717.8% | -727.3% | -63.7% |
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