+154.5%
M vs RACE
+26.8%
+127.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.7% | +7.4% | +7.9% |
| 7D | +2.5% | +3.9% | -1.4% | +1.3% |
| 30D | +10.1% | +7.4% | +2.6% | +7.6% |
| 3M | -0.9% | +1.6% | -2.5% | -1.6% |
| 6M | +30.2% | +23.3% | +6.8% | +20.7% |
| YTD | +16.3% | +14.7% | +1.6% | +10.1% |
| 1Y | +27.0% | +2.5% | +24.4% | +24.8% |
| 3Y | +154.5% | +28.0% | +126.5% | +144.2% |
| All | +154.5% | +26.8% | +127.6% | +144.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling