+599.5%
XYZ vs RACE
+740.1%
-140.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.9% |
| 7D | +12.1% | +5.1% | +7.1% | +7.9% |
| 30D | +12.4% | +7.7% | +4.7% | +6.1% |
| 3M | +8.2% | +2.2% | +6.0% | +6.4% |
| 6M | +20.7% | +23.8% | -3.1% | +0.4% |
| YTD | +31.3% | +13.9% | +17.4% | +14.8% |
| 1Y | +20.5% | +3.8% | +16.7% | +13.3% |
| 3Y | +72.6% | +28.0% | +44.6% | +18.0% |
| 5Y | -64.0% | +64.9% | -128.9% | -80.4% |
| All | +599.5% | +740.1% | -140.6% | +38.2% |
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