+146.4%
ED vs RACE
+729.2%
-582.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.2% |
| 7D | +2.1% | -1.2% | +3.3% | +2.2% |
| 30D | +10.4% | +6.1% | +4.3% | +9.6% |
| 3M | +12.5% | -0.3% | +12.8% | +12.5% |
| 6M | +14.9% | +23.4% | -8.5% | +11.6% |
| YTD | +24.8% | +12.5% | +12.3% | +22.3% |
| 1Y | +23.8% | -0.5% | +24.3% | +23.3% |
| 3Y | +51.6% | +23.6% | +28.0% | +42.8% |
| 5Y | +86.4% | +65.4% | +21.0% | +64.6% |
| All | +146.4% | +729.2% | -582.8% | +67.0% |
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