+25.4%
ED vs RACE
+2.2%
+23.2%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +12.5% |
| 3M | +13.1% | +2.2% | +10.9% | +13.1% |
| 6M | +14.1% | +22.4% | -8.3% | +14.1% |
| YTD | +23.1% | +13.8% | +9.3% | +22.0% |
| 1Y | +25.4% | +2.2% | +23.2% | +25.8% |
| All | +25.4% | +2.2% | +23.2% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling