+96.9%
EFV vs RACE
+93.6%
+3.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.4% |
| 7D | +1.5% | -2.5% | +4.0% | +2.2% |
| 30D | +1.7% | +0.8% | +1.0% | +1.4% |
| 3M | +8.6% | +17.2% | -8.5% | +3.5% |
| 6M | +11.7% | +13.6% | -1.9% | +7.0% |
| YTD | +19.3% | +12.2% | +7.1% | +14.3% |
| 1Y | +30.2% | -16.3% | +46.5% | +35.4% |
| 3Y | +91.6% | +36.4% | +55.1% | +62.4% |
| All | +96.9% | +93.6% | +3.4% | +40.1% |
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 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