+621.5%
XYZ vs RACE
+741.5%
-120.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.2% | -3.9% | +1.7% | +1.1% |
| 30D | +11.6% | +6.8% | +4.8% | +6.1% |
| 3M | +8.4% | +1.3% | +7.1% | +7.4% |
| 6M | +17.2% | +26.3% | -9.1% | -4.2% |
| YTD | +31.7% | +13.8% | +17.9% | +15.2% |
| 1Y | +30.1% | -0.5% | +30.5% | +27.2% |
| 3Y | +66.4% | +25.6% | +40.8% | +16.0% |
| 5Y | -62.2% | +67.6% | -129.8% | -79.6% |
| 10Y | +621.5% | +724.7% | -103.1% | +48.5% |
| All | +621.5% | +741.5% | -120.0% | +48.5% |
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