-6.3%
M vs RACE
+65.1%
-71.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.6% | -4.7% |
| 7D | -2.1% | +5.7% | -7.8% | -4.8% |
| 30D | +7.7% | +9.3% | -1.6% | +3.0% |
| 3M | -4.4% | +3.8% | -8.2% | -6.5% |
| 6M | +27.5% | +29.8% | -2.3% | +10.5% |
| YTD | +12.8% | +15.6% | -2.9% | +2.8% |
| 1Y | +20.7% | +5.1% | +15.7% | +15.9% |
| 3Y | +111.3% | +30.8% | +80.5% | +58.9% |
| 5Y | -6.3% | +67.4% | -73.7% | -49.9% |
| All | -6.3% | +65.1% | -71.4% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling