+15.8%
Q vs RACE
+4.7%
+11.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.3% | -5.0% | -6.6% |
| 7D | -10.3% | +5.7% | -15.9% | -11.7% |
| 30D | -17.7% | +9.3% | -26.9% | -19.8% |
| 3M | -18.8% | +3.8% | -22.7% | -19.8% |
| 6M | -24.8% | +29.8% | -54.6% | -32.7% |
| YTD | +35.0% | +15.6% | +19.4% | +24.7% |
| 1Y | +10.7% | +5.1% | +5.6% | +6.3% |
| All | +15.8% | +4.7% | +11.1% | +11.2% |
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