-63.1%
W vs RACE
+93.6%
-156.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +4.4% |
| 7D | -4.2% | -2.5% | -1.7% | -1.7% |
| 30D | -7.6% | +0.8% | -8.3% | -8.5% |
| 3M | +37.2% | +17.2% | +20.0% | +17.7% |
| 6M | +26.3% | +13.6% | +12.7% | +10.7% |
| YTD | -1.0% | +12.2% | -13.2% | -14.4% |
| 1Y | +20.1% | -16.3% | +36.3% | +38.0% |
| 3Y | +37.8% | +36.4% | +1.4% | -29.0% |
| All | -63.1% | +93.6% | -156.7% | -88.4% |
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