+119.8%
NDAQ vs RACE
+26.8%
+93.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +2.9% | +0.2% | +2.6% | +2.8% |
| 30D | +17.5% | +6.6% | +10.9% | +16.5% |
| 3M | +15.4% | +2.2% | +13.2% | +15.0% |
| 6M | +24.6% | +22.4% | +2.2% | +21.3% |
| YTD | +14.4% | +13.8% | +0.6% | +12.0% |
| 1Y | +26.9% | +2.2% | +24.7% | +25.9% |
| 3Y | +119.8% | +25.6% | +94.2% | +112.3% |
| All | +119.8% | +26.8% | +93.0% | +112.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling