+196.8%
ECL vs RACE
+740.1%
-543.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.1% |
| 7D | -0.8% | +5.1% | -5.8% | -2.6% |
| 30D | +8.1% | +7.7% | +0.4% | +5.1% |
| 3M | +6.4% | +2.2% | +4.2% | +5.2% |
| 6M | +14.8% | +23.8% | -9.0% | +4.8% |
| YTD | +15.5% | +13.9% | +1.6% | +8.3% |
| 1Y | +20.1% | +3.8% | +16.3% | +16.7% |
| 3Y | +77.8% | +28.0% | +49.7% | +49.6% |
| 5Y | +37.9% | +64.9% | -27.1% | +0.6% |
| All | +196.8% | +740.1% | -543.3% | +39.7% |
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