+659.7%
P vs RACE
+752.7%
-93.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.3% | -14.1% | -15.3% |
| 7D | -31.9% | +5.7% | -37.6% | -33.7% |
| 30D | -36.5% | +9.3% | -45.8% | -39.3% |
| 3M | +11.6% | +3.8% | +7.7% | +9.0% |
| 6M | +25.2% | +29.8% | -4.6% | +7.5% |
| YTD | +39.4% | +15.6% | +23.8% | +25.2% |
| 1Y | -3.7% | +5.1% | -8.7% | -9.5% |
| 3Y | +167.3% | +30.8% | +136.5% | +109.2% |
| 5Y | +237.3% | +67.4% | +169.9% | +121.9% |
| All | +659.7% | +752.7% | -93.0% | +178.5% |
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