+237.3%
P vs RACE
+65.1%
+172.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.3% | -14.1% | -15.5% |
| 7D | -31.9% | +5.7% | -37.6% | -33.3% |
| 30D | -36.5% | +9.3% | -45.8% | -38.7% |
| 3M | +11.6% | +3.8% | +7.7% | +9.6% |
| 6M | +25.2% | +29.8% | -4.6% | +10.6% |
| YTD | +39.4% | +15.6% | +23.8% | +28.2% |
| 1Y | -3.7% | +5.1% | -8.7% | -7.6% |
| 3Y | +167.3% | +30.8% | +136.5% | +110.9% |
| 5Y | +237.3% | +67.4% | +169.9% | +119.7% |
| All | +237.3% | +65.1% | +172.2% | +119.7% |
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