+652.6%
P vs RACE
+740.2%
-87.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.5% |
| 7D | -13.3% | +0.2% | -13.6% | -13.4% |
| 30D | -34.0% | +6.6% | -40.6% | -36.2% |
| 3M | +4.1% | +2.2% | +1.9% | +2.5% |
| 6M | +30.5% | +22.4% | +8.1% | +15.4% |
| YTD | +52.2% | +13.8% | +38.4% | +37.6% |
| 1Y | +10.3% | +2.2% | +8.1% | +5.2% |
| 3Y | +180.9% | +25.6% | +155.2% | +124.7% |
| 5Y | +259.7% | +71.0% | +188.7% | +132.9% |
| 10Y | +652.6% | +739.1% | -86.5% | +153.3% |
| All | +652.6% | +740.2% | -87.6% | +153.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling