-61.4%
MKTX vs RACE
+92.4%
-153.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.2% |
| 7D | +0.4% | -1.0% | +1.5% | +0.7% |
| 30D | +1.0% | -1.5% | +2.5% | +1.3% |
| 3M | +41.3% | +15.5% | +25.8% | +36.0% |
| 6M | -11.3% | +17.3% | -28.6% | -15.3% |
| YTD | -8.6% | +11.1% | -19.7% | -11.7% |
| 1Y | -11.1% | -14.3% | +3.2% | -8.5% |
| 3Y | -24.5% | +40.2% | -64.7% | -40.4% |
| 5Y | -61.4% | +92.6% | -154.0% | -74.8% |
| All | -61.4% | +92.4% | -153.9% | -74.8% |
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