+127.0%
USB vs RACE
+647.6%
-520.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.7% | +0.4% |
| 7D | +1.4% | -2.5% | +4.0% | +2.3% |
| 30D | -1.3% | +0.8% | -2.1% | -1.7% |
| 3M | +15.2% | +17.2% | -1.9% | +8.5% |
| 6M | +18.8% | +13.6% | +5.2% | +12.6% |
| YTD | +21.0% | +12.2% | +8.8% | +14.6% |
| 1Y | +34.0% | -16.3% | +50.3% | +39.7% |
| 3Y | +95.3% | +36.4% | +58.9% | +64.0% |
| 5Y | +40.4% | +95.0% | -54.6% | +0.2% |
| 10Y | +107.3% | +813.2% | -705.9% | -10.7% |
| All | +127.0% | +647.6% | -520.6% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling