-24.8%
U vs RACE
+132.2%
-156.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.6% |
| 7D | +32.3% | +3.9% | +28.4% | +28.0% |
| 30D | +9.7% | +7.4% | +2.3% | +3.5% |
| 3M | +19.6% | +1.6% | +18.0% | +17.4% |
| 6M | +82.6% | +23.3% | +59.3% | +53.0% |
| YTD | +16.4% | +14.7% | +1.8% | +0.9% |
| 1Y | +28.5% | +2.5% | +25.9% | +21.4% |
| 3Y | +103.8% | +28.0% | +75.8% | +25.0% |
| 5Y | -70.0% | +69.8% | -139.8% | -88.3% |
| All | -24.8% | +132.2% | -156.9% | -75.6% |
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