-27.0%
M vs RACE
+647.6%
-674.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +3.5% |
| 7D | +4.7% | -2.5% | +7.2% | +5.9% |
| 30D | -9.6% | +0.8% | -10.4% | -10.2% |
| 3M | +0.9% | +17.2% | -16.3% | -6.7% |
| 6M | +22.3% | +13.6% | +8.7% | +14.1% |
| YTD | +6.5% | +12.2% | -5.7% | -0.5% |
| 1Y | +38.8% | -16.3% | +55.0% | +47.3% |
| 3Y | +115.9% | +36.4% | +79.5% | +74.0% |
| 5Y | +28.6% | +95.0% | -66.3% | -13.9% |
| 10Y | -2.5% | +813.2% | -815.8% | -57.5% |
| All | -27.0% | +647.6% | -674.6% | -70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling