+144.8%
EFA vs RACE
+738.3%
-593.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.8% |
| 7D | +1.2% | +3.9% | -2.7% | -0.2% |
| 30D | +1.5% | +7.4% | -5.9% | -1.1% |
| 3M | -3.3% | +1.6% | -4.9% | -4.0% |
| 6M | +2.6% | +23.3% | -20.8% | -5.6% |
| YTD | +11.0% | +14.7% | -3.6% | +4.3% |
| 1Y | +15.1% | +2.5% | +12.6% | +12.6% |
| 3Y | +67.6% | +28.0% | +39.7% | +44.6% |
| 5Y | +50.5% | +69.8% | -19.3% | +13.2% |
| 10Y | +144.8% | +734.9% | -590.1% | +11.5% |
| All | +144.8% | +738.3% | -593.5% | +11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling