+161.8%
VEU vs RACE
+647.6%
-485.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.2% |
| 7D | +1.1% | -2.5% | +3.7% | +2.0% |
| 30D | +2.2% | +0.8% | +1.4% | +1.8% |
| 3M | +3.0% | +17.2% | -14.2% | -2.9% |
| 6M | +10.9% | +13.6% | -2.7% | +5.3% |
| YTD | +18.2% | +12.2% | +6.0% | +12.3% |
| 1Y | +28.3% | -16.3% | +44.5% | +33.9% |
| 3Y | +74.6% | +36.4% | +38.2% | +47.7% |
| 5Y | +56.4% | +95.0% | -38.6% | +13.3% |
| 10Y | +153.0% | +813.2% | -660.2% | +8.0% |
| All | +161.8% | +647.6% | -485.8% | +7.8% |
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 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