+44.1%
PL vs RACE
+99.4%
-55.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | +5.6% | +0.2% | +5.4% | +5.4% |
| 30D | -16.9% | +6.6% | -23.6% | -19.6% |
| 3M | -38.2% | +2.2% | -40.4% | -39.1% |
| 6M | -63.4% | +22.4% | -85.8% | -67.2% |
| YTD | -27.6% | +13.8% | -41.4% | -34.1% |
| 1Y | +6.6% | +2.2% | +4.4% | +3.3% |
| 3Y | +557.6% | +25.6% | +532.0% | +413.5% |
| 5Y | +39.5% | +71.0% | -31.5% | -17.9% |
| All | +44.1% | +99.4% | -55.2% | -14.9% |
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