+724.6%
RACE vs BG
+99.2%
+625.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.4% |
| 7D | +0.2% | +5.0% | -4.7% | -0.8% |
| 30D | +6.6% | -3.2% | +9.8% | +7.2% |
| 3M | +2.2% | -11.2% | +13.4% | +4.3% |
| 6M | +22.4% | -19.4% | +41.8% | +27.0% |
| YTD | +13.8% | +13.6% | +0.2% | +8.5% |
| 1Y | +2.2% | +7.3% | -5.0% | -1.2% |
| 3Y | +25.6% | +3.8% | +21.9% | +20.3% |
| 5Y | +71.0% | +23.2% | +47.8% | +52.2% |
| All | +724.6% | +99.2% | +625.4% | +467.5% |
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