+137.4%
EFA vs RACE
+658.1%
-520.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | +1.2% | +0.2% | +1.0% | +1.2% |
| 30D | +0.9% | +6.6% | -5.7% | -1.3% |
| 3M | -3.4% | +2.2% | -5.6% | -4.3% |
| 6M | +2.0% | +22.4% | -20.4% | -5.7% |
| YTD | +10.4% | +13.8% | -3.4% | +4.2% |
| 1Y | +13.3% | +2.2% | +11.0% | +10.9% |
| 3Y | +65.9% | +25.6% | +40.3% | +45.1% |
| 5Y | +51.5% | +71.0% | -19.5% | +15.3% |
| 10Y | +144.1% | +739.1% | -595.0% | +7.8% |
| All | +137.4% | +658.1% | -520.8% | -2.1% |
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