-47.6%
S vs RACE
+104.5%
-152.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.5% | -3.8% | -4.7% |
| 7D | +4.1% | -4.0% | +8.1% | +6.9% |
| 30D | -7.2% | +3.5% | -10.7% | -9.3% |
| 3M | 0.0% | -0.4% | +0.4% | -0.3% |
| 6M | +41.6% | +23.2% | +18.5% | +21.3% |
| YTD | +48.6% | +11.0% | +37.6% | +34.3% |
| 1Y | +30.0% | -2.2% | +32.3% | +28.7% |
| 3Y | +42.2% | +22.5% | +19.6% | -2.8% |
| 5Y | -70.8% | +63.2% | -134.0% | -86.9% |
| All | -47.6% | +104.5% | -152.0% | -79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling