+192.5%
ECL vs RACE
+670.3%
-477.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.1% |
| 7D | +1.7% | +5.7% | -4.0% | -0.4% |
| 30D | +8.9% | +9.3% | -0.4% | +5.4% |
| 3M | +7.4% | +3.8% | +3.6% | +5.7% |
| 6M | +19.3% | +29.8% | -10.5% | +7.7% |
| YTD | +17.4% | +15.6% | +1.8% | +10.0% |
| 1Y | +19.4% | +5.1% | +14.3% | +15.7% |
| 3Y | +80.5% | +30.8% | +49.7% | +53.3% |
| 5Y | +40.2% | +67.4% | -27.2% | +5.3% |
| 10Y | +207.8% | +793.6% | -585.8% | +42.4% |
| All | +192.5% | +670.3% | -477.8% | +24.6% |
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