+210.1%
W vs RACE
+729.2%
-519.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.9% |
| 7D | +0.2% | -1.2% | +1.4% | +1.3% |
| 30D | +6.8% | +6.1% | +0.7% | +1.4% |
| 3M | +10.7% | -0.3% | +11.0% | +10.7% |
| 6M | +86.3% | +23.4% | +62.9% | +52.9% |
| YTD | +11.5% | +12.5% | -1.1% | -3.0% |
| 1Y | +5.1% | -0.5% | +5.6% | +2.6% |
| 3Y | +171.0% | +23.6% | +147.4% | +91.2% |
| 5Y | -56.6% | +65.4% | -122.1% | -76.3% |
| All | +210.1% | +729.2% | -519.1% | -34.7% |
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 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