+43.7%
RF vs RACE
+65.1%
-21.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.4% |
| 7D | -1.6% | +5.7% | -7.3% | -3.3% |
| 30D | +5.0% | +9.3% | -4.3% | +2.1% |
| 3M | -10.0% | +3.8% | -13.8% | -11.3% |
| 6M | +3.3% | +29.8% | -26.5% | -5.9% |
| YTD | +7.9% | +15.6% | -7.7% | +1.5% |
| 1Y | +21.2% | +5.1% | +16.2% | +17.9% |
| 3Y | +105.8% | +30.8% | +75.0% | +70.7% |
| 5Y | +43.7% | +67.4% | -23.7% | -3.1% |
| All | +43.7% | +65.1% | -21.4% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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