+248.6%
VYM vs RACE
+639.5%
-390.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.5% | +0.7% |
| 7D | +3.3% | -4.0% | +7.3% | +4.4% |
| 30D | +3.8% | +3.5% | +0.2% | +2.8% |
| 3M | -0.4% | -0.4% | 0.0% | -0.4% |
| 6M | +7.1% | +23.2% | -16.0% | +0.7% |
| YTD | +17.1% | +11.0% | +6.1% | +12.5% |
| 1Y | +18.4% | -2.2% | +20.6% | +17.7% |
| 3Y | +74.5% | +22.5% | +52.0% | +57.5% |
| 5Y | +72.5% | +63.2% | +9.4% | +39.6% |
| 10Y | +206.9% | +704.3% | -497.4% | +64.7% |
| All | +248.6% | +639.5% | -390.9% | +79.7% |
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