+31.6%
Q vs RACE
+3.8%
+27.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.7% | +6.2% | +6.7% |
| 7D | +8.4% | +3.9% | +4.5% | +7.2% |
| 30D | -1.2% | +7.4% | -8.6% | -3.3% |
| 3M | -9.3% | +1.6% | -10.9% | -9.8% |
| 6M | -15.0% | +23.3% | -38.3% | -22.0% |
| YTD | +53.5% | +14.7% | +38.8% | +42.1% |
| 1Y | +35.9% | +2.5% | +33.3% | +31.7% |
| All | +31.6% | +3.8% | +27.8% | +26.7% |
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