-14.4%
RACE vs BG
+50.4%
-64.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.3% | -1.1% |
| 7D | -1.0% | +2.4% | -3.4% | -1.1% |
| 30D | -1.5% | +15.0% | -16.6% | -2.0% |
| 3M | +15.5% | -0.7% | +16.1% | +16.0% |
| 6M | +17.3% | +7.5% | +9.8% | +15.0% |
| YTD | +11.1% | +41.6% | -30.5% | +0.1% |
| All | -14.4% | +50.4% | -64.8% | -24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling