+147.7%
EEM vs RACE
+647.6%
-499.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.5% |
| 7D | +2.3% | -2.5% | +4.8% | +3.2% |
| 30D | +4.5% | +0.8% | +3.8% | +4.2% |
| 3M | -0.1% | +17.2% | -17.2% | -5.9% |
| 6M | +16.9% | +13.6% | +3.4% | +10.9% |
| YTD | +26.2% | +12.2% | +14.0% | +19.7% |
| 1Y | +40.5% | -16.3% | +56.8% | +46.9% |
| 3Y | +86.2% | +36.4% | +49.7% | +55.7% |
| 5Y | +45.5% | +95.0% | -49.5% | +3.0% |
| 10Y | +128.6% | +813.2% | -684.6% | -9.8% |
| All | +147.7% | +647.6% | -499.9% | -5.8% |
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 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