+197.7%
ECL vs RACE
+738.3%
-540.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | -0.5% | +3.9% | -4.5% | -2.0% |
| 30D | +8.8% | +7.4% | +1.4% | +5.9% |
| 3M | +7.8% | +1.6% | +6.2% | +6.9% |
| 6M | +21.3% | +23.3% | -2.0% | +11.0% |
| YTD | +17.8% | +14.7% | +3.1% | +10.2% |
| 1Y | +21.1% | +2.5% | +18.5% | +18.2% |
| 3Y | +80.1% | +28.0% | +52.1% | +51.6% |
| 5Y | +40.5% | +69.8% | -29.3% | +1.3% |
| 10Y | +197.7% | +734.9% | -537.1% | +38.0% |
| All | +197.7% | +738.3% | -540.5% | +38.0% |
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