+78.4%
EFX vs RACE
+717.8%
-639.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | +0.2% |
| 7D | -3.6% | -4.0% | +0.4% | -2.0% |
| 30D | +25.3% | +3.5% | +21.7% | +23.5% |
| 3M | +3.8% | -0.4% | +4.2% | +3.9% |
| 6M | +12.7% | +23.2% | -10.4% | +2.8% |
| YTD | -13.1% | +11.0% | -24.1% | -17.7% |
| 1Y | -9.3% | -2.2% | -7.1% | -9.5% |
| 3Y | +3.5% | +22.5% | -19.0% | -9.7% |
| 5Y | -30.6% | +63.2% | -93.8% | -47.7% |
| All | +78.4% | +717.8% | -639.4% | -7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling