+18.9%
NET vs RACE
+27.8%
-8.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.3% | -6.8% | -3.6% |
| 7D | -16.4% | +9.9% | -26.3% | -18.4% |
| 30D | -25.8% | +12.8% | -38.6% | -28.3% |
| 3M | -11.5% | +7.4% | -18.9% | -12.9% |
| 6M | +18.9% | +27.6% | -8.7% | +10.1% |
| All | +18.9% | +27.8% | -8.9% | +10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling