-54.2%
W vs RACE
+65.0%
-119.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | 0.0% |
| 7D | -3.6% | +5.1% | -8.7% | -8.0% |
| 30D | +7.0% | +7.7% | -0.7% | -0.2% |
| 3M | +7.4% | +2.2% | +5.2% | +4.7% |
| 6M | +69.3% | +23.8% | +45.5% | +36.7% |
| YTD | +11.3% | +13.9% | -2.6% | -5.5% |
| 1Y | +13.2% | +3.8% | +9.4% | +5.8% |
| 3Y | +142.0% | +28.0% | +114.0% | +36.8% |
| All | -54.2% | +65.0% | -119.3% | -85.1% |
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