+56.4%
V vs RACE
+36.9%
+19.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.6% |
| 7D | -1.7% | -2.5% | +0.8% | -1.3% |
| 30D | +2.0% | +0.8% | +1.2% | +1.7% |
| 3M | +17.4% | +17.2% | +0.2% | +13.7% |
| 6M | +17.5% | +13.6% | +3.9% | +14.2% |
| YTD | +7.6% | +12.2% | -4.6% | +4.7% |
| 1Y | +7.7% | -16.3% | +24.0% | +10.5% |
| All | +56.4% | +36.9% | +19.5% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling