+4.6%
MKTX vs RACE
+844.0%
-839.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.4% |
| 7D | -0.2% | +0.9% | -1.2% | -0.5% |
| 30D | +0.7% | +1.6% | -0.9% | +0.1% |
| 3M | +40.8% | +13.2% | +27.6% | +35.6% |
| 6M | -8.0% | +22.9% | -30.9% | -14.0% |
| YTD | -8.7% | +13.3% | -22.0% | -12.9% |
| 1Y | -11.8% | -12.7% | +0.8% | -9.7% |
| 3Y | -24.0% | +40.3% | -64.3% | -36.8% |
| 5Y | -60.3% | +96.5% | -156.8% | -71.3% |
| All | +4.6% | +844.0% | -839.4% | -46.4% |
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