+399.1%
RF vs RACE
+647.6%
-248.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.7% |
| 7D | +1.3% | -2.5% | +3.8% | +2.3% |
| 30D | -3.6% | +0.8% | -4.4% | -4.1% |
| 3M | +8.1% | +17.2% | -9.1% | +0.6% |
| 6M | +11.5% | +13.6% | -2.1% | +4.5% |
| YTD | +15.6% | +12.2% | +3.4% | +8.2% |
| 1Y | +15.7% | -16.3% | +31.9% | +21.5% |
| 3Y | +86.9% | +36.4% | +50.5% | +50.4% |
| 5Y | +89.8% | +95.0% | -5.1% | +25.7% |
| 10Y | +344.7% | +813.2% | -468.6% | +46.8% |
| All | +399.1% | +647.6% | -248.5% | +57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling