+28.8%
USFR vs RACE
+639.5%
-610.6%
-1.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | +0.1% | -4.0% | +4.1% | +0.1% |
| 30D | +0.4% | +3.5% | -3.2% | +0.4% |
| 3M | +1.0% | -0.4% | +1.5% | +1.0% |
| 6M | +2.0% | +23.2% | -21.1% | +2.0% |
| YTD | +3.4% | +11.0% | -7.5% | +3.4% |
| 1Y | +4.1% | -2.2% | +6.3% | +4.1% |
| 3Y | +14.4% | +22.5% | -8.1% | +14.4% |
| 5Y | +21.4% | +63.2% | -41.8% | +21.3% |
| 10Y | +28.5% | +704.3% | -675.8% | +28.0% |
| All | +28.8% | +639.5% | -610.6% | +29.1% |
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