+196.5%
VSXY vs RACE
-14.8%
+211.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.2% |
| 7D | -10.7% | -2.6% | -8.1% | -10.0% |
| 30D | -24.3% | -1.1% | -23.2% | -24.3% |
| 3M | +1.0% | +12.5% | -11.5% | -4.0% |
| 6M | +57.4% | +17.4% | +39.9% | +46.8% |
| YTD | +39.8% | +10.1% | +29.7% | +32.6% |
| 1Y | +196.5% | -15.1% | +211.6% | +192.0% |
| All | +196.5% | -14.8% | +211.3% | +192.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling