+54.4%
EFA vs RACE
+93.6%
-39.1%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.8% |
| 7D | +0.6% | -2.5% | +3.1% | +1.4% |
| 30D | +0.9% | +0.8% | +0.1% | +0.5% |
| 3M | +4.9% | +17.2% | -12.3% | -1.0% |
| 6M | +8.6% | +13.6% | -5.0% | +3.2% |
| YTD | +14.6% | +12.2% | +2.4% | +9.0% |
| 1Y | +22.6% | -16.3% | +38.9% | +28.4% |
| 3Y | +66.5% | +36.4% | +30.1% | +36.8% |
| All | +54.4% | +93.6% | -39.1% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling