+734.0%
RACE vs BG
+111.0%
+623.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.1% |
| 7D | -1.2% | +2.6% | -3.8% | -1.7% |
| 30D | +6.1% | -6.7% | +12.8% | +7.6% |
| 3M | -0.3% | -9.3% | +9.0% | +1.4% |
| 6M | +23.4% | -18.3% | +41.8% | +27.7% |
| YTD | +12.5% | +16.2% | -3.7% | +6.8% |
| 1Y | -0.5% | +7.6% | -8.1% | -3.8% |
| 3Y | +23.6% | +6.6% | +17.1% | +17.6% |
| 5Y | +65.4% | +22.2% | +43.2% | +47.7% |
| All | +734.0% | +111.0% | +623.0% | +474.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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