+28.5%
USFR vs RACE
+741.5%
-713.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | -3.9% | +3.9% | +0.1% |
| 30D | +0.4% | +6.8% | -6.4% | +0.4% |
| 3M | +1.1% | +1.3% | -0.3% | +1.1% |
| 6M | +2.1% | +26.3% | -24.2% | +2.1% |
| YTD | +3.4% | +13.8% | -10.4% | +3.5% |
| 1Y | +4.1% | -0.5% | +4.5% | +4.1% |
| 3Y | +14.4% | +25.6% | -11.2% | +14.4% |
| 5Y | +21.4% | +67.6% | -46.2% | +21.5% |
| 10Y | +28.5% | +724.7% | -696.1% | +28.5% |
| All | +28.5% | +741.5% | -713.0% | +28.5% |
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