+160.3%
EFV vs RACE
+647.6%
-487.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.5% |
| 7D | +1.5% | -2.5% | +4.0% | +2.3% |
| 30D | +1.7% | +0.8% | +1.0% | +1.4% |
| 3M | +8.6% | +17.2% | -8.5% | +2.6% |
| 6M | +11.7% | +13.6% | -1.9% | +6.2% |
| YTD | +19.3% | +12.2% | +7.1% | +13.4% |
| 1Y | +30.2% | -16.3% | +46.5% | +35.7% |
| 3Y | +91.6% | +36.4% | +55.1% | +62.6% |
| 5Y | +96.4% | +95.0% | +1.4% | +42.7% |
| 10Y | +166.5% | +813.2% | -646.8% | +9.6% |
| All | +160.3% | +647.6% | -487.3% | +2.6% |
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