+113.9%
EEM vs RACE
+658.9%
-545.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.7% |
| 7D | -2.8% | +5.1% | -7.9% | -4.5% |
| 30D | -11.9% | +7.7% | -19.6% | -14.3% |
| 3M | -8.8% | +2.2% | -10.9% | -9.6% |
| 6M | -11.6% | +23.8% | -35.4% | -18.7% |
| YTD | +9.0% | +13.9% | -4.9% | +2.7% |
| 1Y | +10.6% | +3.8% | +6.8% | +7.6% |
| 3Y | +64.4% | +28.0% | +36.3% | +41.2% |
| 5Y | +31.0% | +64.9% | -33.9% | -0.7% |
| 10Y | +105.6% | +780.4% | -674.8% | -18.0% |
| All | +113.9% | +658.9% | -545.0% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling