+93.9%
QQQ vs RACE
+93.6%
+0.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.9% |
| 7D | +0.4% | -2.5% | +2.9% | +1.4% |
| 30D | +0.2% | +0.8% | -0.5% | -0.2% |
| 3M | -2.8% | +17.2% | -20.0% | -9.3% |
| 6M | +18.0% | +13.6% | +4.4% | +10.9% |
| YTD | +17.3% | +12.2% | +5.1% | +10.1% |
| 1Y | +25.6% | -16.3% | +41.8% | +33.2% |
| 3Y | +93.7% | +36.4% | +57.3% | +47.1% |
| All | +93.9% | +93.6% | +0.3% | +15.7% |
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