+727.1%
RACE vs BG
+76.4%
+650.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -3.9% | +3.4% | -7.2% | -4.6% |
| 30D | +6.8% | -3.8% | +10.6% | +7.6% |
| 3M | +1.3% | -9.6% | +10.9% | +3.2% |
| 6M | +26.3% | -19.5% | +45.8% | +31.3% |
| YTD | +13.8% | +14.6% | -0.8% | +8.2% |
| 1Y | -0.5% | +6.6% | -7.1% | -3.8% |
| 3Y | +25.6% | +4.7% | +21.0% | +19.9% |
| 5Y | +67.6% | +22.1% | +45.5% | +49.1% |
| 10Y | +724.7% | +109.2% | +615.5% | +470.4% |
| All | +727.1% | +76.4% | +650.8% | +421.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling