+419.6%
EAT vs RACE
+670.3%
-250.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -2.4% |
| 7D | -3.3% | +5.7% | -9.0% | -5.7% |
| 30D | +11.7% | +9.3% | +2.4% | +7.2% |
| 3M | -5.9% | +3.8% | -9.7% | -7.7% |
| 6M | +46.7% | +29.8% | +16.9% | +28.3% |
| YTD | +48.2% | +15.6% | +32.6% | +35.8% |
| 1Y | +105.4% | +5.1% | +100.4% | +96.5% |
| 3Y | +502.8% | +30.8% | +472.0% | +380.5% |
| 5Y | +376.3% | +67.4% | +308.9% | +225.0% |
| 10Y | +400.0% | +793.6% | -393.6% | +126.6% |
| All | +419.6% | +670.3% | -250.7% | +129.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling