+28.0%
USFR vs RACE
+783.2%
-755.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +0.1% | -2.6% | +2.7% | +0.1% |
| 30D | +0.3% | -1.1% | +1.4% | +0.3% |
| 3M | +1.0% | +12.5% | -11.6% | +1.0% |
| 6M | +1.9% | +17.4% | -15.5% | +1.9% |
| YTD | +2.7% | +10.1% | -7.5% | +2.7% |
| 1Y | +4.0% | -15.1% | +19.1% | +4.0% |
| 3Y | +14.0% | +38.9% | -24.9% | +14.0% |
| 5Y | +20.4% | +90.7% | -70.3% | +20.4% |
| 10Y | +28.0% | +801.8% | -773.8% | +27.8% |
| All | +28.0% | +783.2% | -755.2% | +27.8% |
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