-10.3%
M vs RACE
+65.0%
-75.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -3.8% |
| 7D | -4.3% | +5.1% | -9.4% | -6.6% |
| 30D | +1.3% | +7.7% | -6.4% | -2.3% |
| 3M | -7.4% | +2.2% | -9.5% | -8.6% |
| 6M | +18.3% | +23.8% | -5.4% | +5.1% |
| YTD | +7.6% | +13.9% | -6.3% | -1.1% |
| 1Y | +17.4% | +3.8% | +13.6% | +13.4% |
| 3Y | +108.4% | +28.0% | +80.3% | +58.8% |
| All | -10.3% | +65.0% | -75.3% | -51.6% |
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