+158.5%
VSXY vs RACE
+110.9%
+47.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.8% | -3.9% | +4.7% | +3.1% |
| 30D | +24.0% | +6.8% | +17.2% | +19.7% |
| 3M | +16.7% | +1.3% | +15.3% | +15.2% |
| 6M | +138.6% | +26.3% | +112.3% | +107.2% |
| YTD | +102.8% | +13.8% | +89.0% | +84.9% |
| 1Y | +214.2% | -0.5% | +214.6% | +209.2% |
| 3Y | +461.4% | +25.6% | +435.7% | +344.2% |
| 5Y | +118.3% | +67.6% | +50.7% | +26.9% |
| All | +158.5% | +110.9% | +47.6% | +40.6% |
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