-32.8%
EFX vs RACE
+93.6%
-126.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.9% | -4.5% | -5.4% |
| 7D | -8.6% | -2.5% | -6.1% | -7.5% |
| 30D | +0.1% | +0.8% | -0.7% | -0.2% |
| 3M | +3.8% | +17.2% | -13.3% | -4.0% |
| 6M | -13.5% | +13.6% | -27.1% | -19.2% |
| YTD | -17.7% | +12.2% | -29.9% | -23.0% |
| 1Y | -25.6% | -16.3% | -9.3% | -20.5% |
| 3Y | -12.1% | +36.4% | -48.5% | -33.0% |
| All | -32.8% | +93.6% | -126.4% | -59.2% |
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