+112.5%
NET vs RACE
+93.6%
+18.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -0.5% |
| 7D | -7.0% | -2.5% | -4.5% | -5.1% |
| 30D | -4.8% | +0.8% | -5.6% | -5.4% |
| 3M | +3.8% | +17.2% | -13.3% | -9.1% |
| 6M | +50.0% | +13.6% | +36.5% | +32.2% |
| YTD | +41.5% | +12.2% | +29.3% | +24.2% |
| 1Y | +32.8% | -16.3% | +49.1% | +47.3% |
| 3Y | +335.9% | +36.4% | +299.4% | +125.2% |
| All | +112.5% | +93.6% | +18.9% | -32.3% |
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 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