+524.6%
NDAQ vs RACE
+647.6%
-123.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | +0.1% | -1.3% |
| 7D | -2.4% | -2.5% | +0.1% | -1.7% |
| 30D | +2.5% | +0.8% | +1.7% | +2.1% |
| 3M | +9.9% | +17.2% | -7.2% | +4.6% |
| 6M | +9.4% | +13.6% | -4.2% | +4.7% |
| YTD | +0.4% | +12.2% | -11.8% | -4.1% |
| 1Y | +4.0% | -16.3% | +20.3% | +7.8% |
| 3Y | +94.4% | +36.4% | +57.9% | +66.0% |
| 5Y | +56.7% | +95.0% | -38.2% | +16.3% |
| 10Y | +375.3% | +813.2% | -437.9% | +150.5% |
| All | +524.6% | +647.6% | -123.0% | +244.8% |
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 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