+92.6%
RACE vs BG
+84.8%
+7.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.3% | -1.5% |
| 7D | -1.0% | +2.4% | -3.4% | -1.3% |
| 30D | -1.5% | +15.0% | -16.6% | -3.2% |
| 3M | +15.5% | -0.7% | +16.1% | +15.4% |
| 6M | +17.3% | +7.5% | +9.8% | +15.6% |
| YTD | +11.1% | +41.6% | -30.5% | +4.8% |
| 1Y | -14.3% | +50.7% | -64.9% | -19.9% |
| 3Y | +40.2% | +20.3% | +19.9% | +33.1% |
| 5Y | +92.6% | +85.2% | +7.3% | +61.5% |
| All | +92.6% | +84.8% | +7.8% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling