+113.0%
SPOT vs RACE
+93.6%
+19.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.2% | -2.0% |
| 7D | -0.9% | -2.5% | +1.6% | +0.5% |
| 30D | +12.5% | +0.8% | +11.7% | +11.8% |
| 3M | +9.9% | +17.2% | -7.3% | -0.9% |
| 6M | +1.6% | +13.6% | -12.0% | -7.2% |
| YTD | -6.6% | +12.2% | -18.8% | -14.6% |
| 1Y | -22.9% | -16.3% | -6.7% | -16.7% |
| 3Y | +244.3% | +36.4% | +207.8% | +130.3% |
| All | +113.0% | +93.6% | +19.4% | +3.0% |
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 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