+715.6%
RACE vs BG
+108.8%
+606.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | -2.5% | +2.8% | -5.3% | -3.2% |
| 30D | +0.8% | +12.0% | -11.3% | -1.9% |
| 3M | +17.2% | -7.7% | +24.9% | +18.7% |
| 6M | +13.6% | +4.5% | +9.1% | +11.3% |
| YTD | +12.2% | +35.7% | -23.5% | +3.1% |
| 1Y | -16.3% | +50.1% | -66.3% | -25.1% |
| 3Y | +36.4% | +12.6% | +23.8% | +28.8% |
| 5Y | +95.0% | +75.4% | +19.5% | +58.3% |
| 10Y | +813.2% | +150.5% | +662.8% | +505.7% |
| All | +715.6% | +108.8% | +606.8% | +397.2% |
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