+46.9%
ED vs RACE
+26.8%
+20.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -0.1% | +3.9% | -4.0% | -0.1% |
| 30D | +11.6% | +7.4% | +4.1% | +11.5% |
| 3M | +10.5% | +1.6% | +8.9% | +10.5% |
| 6M | +13.2% | +23.3% | -10.1% | +12.8% |
| YTD | +22.1% | +14.7% | +7.5% | +21.7% |
| 1Y | +24.2% | +2.5% | +21.6% | +24.1% |
| 3Y | +46.9% | +28.0% | +18.9% | +38.5% |
| All | +46.9% | +26.8% | +20.1% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling