+134.3%
ED vs RACE
+738.3%
-604.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -0.1% | +3.9% | -4.0% | -0.5% |
| 30D | +11.6% | +7.4% | +4.1% | +10.6% |
| 3M | +10.5% | +1.6% | +8.9% | +10.2% |
| 6M | +13.2% | +23.3% | -10.1% | +10.0% |
| YTD | +22.1% | +14.7% | +7.5% | +19.4% |
| 1Y | +24.2% | +2.5% | +21.6% | +23.2% |
| 3Y | +46.9% | +28.0% | +18.9% | +37.6% |
| 5Y | +80.8% | +69.8% | +11.0% | +59.1% |
| 10Y | +134.3% | +734.9% | -600.6% | +56.9% |
| All | +134.3% | +738.3% | -604.0% | +56.9% |
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