-31.4%
EFX vs RACE
-15.2%
-16.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.7% |
| 7D | -7.8% | -1.0% | -6.8% | -7.4% |
| 30D | -5.7% | -1.5% | -4.2% | -5.2% |
| 3M | +2.5% | +15.5% | -12.9% | -2.2% |
| 6M | -16.7% | +17.3% | -34.0% | -21.2% |
| YTD | -20.2% | +11.1% | -31.3% | -24.2% |
| 1Y | -31.4% | -14.3% | -17.1% | -32.9% |
| All | -31.4% | -15.2% | -16.2% | -32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling