+48.6%
ED vs RACE
+30.0%
+18.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.3% | +1.0% |
| 7D | +5.2% | +5.7% | -0.5% | +5.1% |
| 30D | +15.5% | +9.3% | +6.2% | +15.4% |
| 3M | +13.0% | +3.8% | +9.2% | +12.9% |
| 6M | +13.1% | +29.8% | -16.7% | +12.5% |
| YTD | +25.3% | +15.6% | +9.7% | +24.9% |
| 1Y | +30.5% | +5.1% | +25.5% | +30.4% |
| All | +48.6% | +30.0% | +18.5% | +39.8% |
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 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