-26.3%
U vs RACE
+130.4%
-156.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.4% | -1.5% |
| 7D | +24.4% | +0.2% | +24.1% | +23.7% |
| 30D | +7.4% | +6.6% | +0.8% | +2.0% |
| 3M | +16.8% | +2.2% | +14.6% | +14.2% |
| 6M | +78.8% | +22.4% | +56.4% | +50.6% |
| YTD | +14.0% | +13.8% | +0.2% | -0.7% |
| 1Y | +16.7% | +2.2% | +14.5% | +10.6% |
| 3Y | +86.4% | +25.6% | +60.7% | +16.6% |
| 5Y | -71.5% | +71.0% | -142.5% | -88.8% |
| All | -26.3% | +130.4% | -156.7% | -75.9% |
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 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