+112.6%
MKTX vs RACE
+649.8%
-537.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | +0.2% | -1.2% | +1.5% | +0.6% |
| 30D | +0.9% | +6.1% | -5.2% | -0.8% |
| 3M | +2.6% | -0.3% | +2.9% | +2.4% |
| 6M | +20.4% | +23.4% | -3.0% | +13.4% |
| YTD | -7.1% | +12.5% | -19.6% | -10.9% |
| 1Y | -2.8% | -0.5% | -2.3% | -3.7% |
| 3Y | -21.7% | +23.6% | -45.4% | -30.5% |
| 5Y | -54.5% | +65.4% | -119.9% | -63.9% |
| 10Y | +13.0% | +715.5% | -702.5% | -32.5% |
| All | +112.6% | +649.8% | -537.1% | +18.7% |
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