+115.1%
VSXY vs RACE
+65.0%
+50.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.5% |
| 7D | +11.8% | +5.1% | +6.7% | +8.9% |
| 30D | +25.9% | +7.7% | +18.3% | +21.0% |
| 3M | +15.5% | +2.2% | +13.4% | +13.5% |
| 6M | +109.7% | +23.8% | +86.0% | +83.9% |
| YTD | +99.5% | +13.9% | +85.6% | +81.5% |
| 1Y | +197.5% | +3.8% | +193.7% | +185.3% |
| 3Y | +453.3% | +28.0% | +425.2% | +327.8% |
| All | +115.1% | +65.0% | +50.1% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling