+67.7%
T vs RACE
+93.6%
-25.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.7% |
| 7D | -1.3% | -2.5% | +1.2% | -1.0% |
| 30D | +11.4% | +0.8% | +10.6% | +11.2% |
| 3M | +14.3% | +17.2% | -2.9% | +11.9% |
| 6M | -9.3% | +13.6% | -22.8% | -10.9% |
| YTD | +7.1% | +12.2% | -5.1% | +5.2% |
| 1Y | -9.1% | -16.3% | +7.2% | -7.5% |
| 3Y | +105.3% | +36.4% | +68.9% | +88.9% |
| All | +67.7% | +93.6% | -25.9% | +34.9% |
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