-69.4%
U vs RACE
+93.6%
-163.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | +0.5% |
| 7D | -3.8% | -2.5% | -1.3% | -1.8% |
| 30D | +17.5% | +0.8% | +16.7% | +16.6% |
| 3M | +38.7% | +17.2% | +21.6% | +21.4% |
| 6M | +104.4% | +13.6% | +90.8% | +81.6% |
| YTD | -5.7% | +12.2% | -17.9% | -17.0% |
| 1Y | +3.7% | -16.3% | +19.9% | +14.5% |
| 3Y | +12.3% | +36.4% | -24.1% | -43.9% |
| All | -69.4% | +93.6% | -163.0% | -91.2% |
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