+87.7%
EFV vs RACE
+65.0%
+22.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.0% |
| 7D | -0.7% | +5.1% | -5.7% | -2.1% |
| 30D | +0.9% | +7.7% | -6.8% | -1.2% |
| 3M | -3.6% | +2.2% | -5.7% | -4.3% |
| 6M | +2.5% | +23.8% | -21.2% | -4.1% |
| YTD | +13.2% | +13.9% | -0.7% | +7.9% |
| 1Y | +20.3% | +3.8% | +16.6% | +17.9% |
| 3Y | +84.9% | +28.0% | +56.9% | +60.7% |
| All | +87.7% | +65.0% | +22.7% | +36.1% |
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