+149.8%
VSXY vs RACE
+108.5%
+41.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +0.7% |
| 7D | -1.7% | -1.2% | -0.5% | -1.0% |
| 30D | +20.1% | +6.1% | +14.0% | +16.5% |
| 3M | +16.6% | -0.3% | +16.9% | +16.3% |
| 6M | +134.9% | +23.4% | +111.5% | +106.7% |
| YTD | +96.0% | +12.5% | +83.5% | +79.9% |
| 1Y | +203.8% | -0.5% | +204.2% | +199.1% |
| 3Y | +465.3% | +23.6% | +441.7% | +352.1% |
| 5Y | +106.3% | +65.4% | +40.9% | +20.8% |
| All | +149.8% | +108.5% | +41.3% | +36.8% |
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