+70.9%
NDAQ vs RACE
+68.9%
+2.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | 0.0% | -3.9% | +3.8% | +1.0% |
| 30D | +16.3% | +6.8% | +9.5% | +14.4% |
| 3M | +15.8% | +1.3% | +14.5% | +15.3% |
| 6M | +24.8% | +26.3% | -1.4% | +17.0% |
| YTD | +14.1% | +13.8% | +0.3% | +9.2% |
| 1Y | +26.5% | -0.5% | +27.0% | +25.7% |
| 3Y | +119.1% | +25.6% | +93.5% | +88.4% |
| 5Y | +70.9% | +67.6% | +3.3% | +22.7% |
| All | +70.9% | +68.9% | +2.1% | +22.7% |
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 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