-64.6%
XYZ vs RACE
+65.1%
-129.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -2.2% |
| 7D | +9.2% | +5.7% | +3.6% | +4.6% |
| 30D | +9.8% | +9.3% | +0.5% | +2.4% |
| 3M | -0.2% | +3.8% | -4.0% | -3.1% |
| 6M | +18.0% | +29.8% | -11.8% | -6.0% |
| YTD | +29.1% | +15.6% | +13.5% | +11.4% |
| 1Y | +14.1% | +5.1% | +9.0% | +6.7% |
| 3Y | +72.6% | +30.8% | +41.9% | -0.8% |
| 5Y | -64.6% | +67.4% | -132.0% | -88.2% |
| All | -64.6% | +65.1% | -129.7% | -88.2% |
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 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