+32.6%
NET vs RACE
+75.5%
-42.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.3% | -6.8% | -5.7% |
| 7D | -16.4% | +9.9% | -26.3% | -22.3% |
| 30D | -25.8% | +12.8% | -38.6% | -32.6% |
| 3M | -11.5% | +7.4% | -18.9% | -16.8% |
| 6M | +18.9% | +27.6% | -8.7% | -3.8% |
| YTD | +35.2% | +18.4% | +16.8% | +13.3% |
| 1Y | +14.5% | +9.5% | +4.9% | +2.1% |
| 3Y | +313.8% | +33.9% | +279.9% | +125.1% |
| 5Y | +32.6% | +74.9% | -42.3% | -57.6% |
| All | +32.6% | +75.5% | -42.9% | -57.6% |
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