+101.1%
ED vs RACE
+818.0%
-716.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.1% |
| 7D | -0.2% | -2.5% | +2.3% | +0.1% |
| 30D | -0.1% | +0.8% | -0.9% | -0.3% |
| 3M | +3.9% | +17.2% | -13.2% | +1.7% |
| 6M | -3.0% | +13.6% | -16.6% | -4.9% |
| YTD | +10.7% | +12.2% | -1.5% | +8.5% |
| 1Y | +13.3% | -16.3% | +29.6% | +15.3% |
| 3Y | +34.5% | +36.4% | -1.9% | +24.4% |
| 5Y | +67.1% | +95.0% | -27.8% | +43.1% |
| All | +101.1% | +818.0% | -716.9% | +29.0% |
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