+141.3%
ED vs RACE
+740.2%
-598.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +0.8% |
| 7D | +2.1% | +0.2% | +1.9% | +2.1% |
| 30D | +12.4% | +6.6% | +5.8% | +11.5% |
| 3M | +13.1% | +2.2% | +10.9% | +12.7% |
| 6M | +14.1% | +22.4% | -8.3% | +10.9% |
| YTD | +23.1% | +13.8% | +9.3% | +20.4% |
| 1Y | +25.4% | +2.2% | +23.2% | +24.5% |
| 3Y | +47.9% | +25.6% | +22.2% | +38.9% |
| 5Y | +81.9% | +71.0% | +10.9% | +59.8% |
| 10Y | +141.3% | +739.1% | -597.8% | +64.6% |
| All | +141.3% | +740.2% | -598.9% | +64.6% |
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 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