-30.7%
EFX vs RACE
+64.4%
-95.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | 0.0% |
| 7D | -0.8% | -1.2% | +0.4% | -0.2% |
| 30D | +25.1% | +6.1% | +19.0% | +21.6% |
| 3M | +1.7% | -0.3% | +1.9% | +1.7% |
| 6M | +18.4% | +23.4% | -5.1% | +6.3% |
| YTD | -12.5% | +12.5% | -25.0% | -18.4% |
| 1Y | -8.1% | -0.5% | -7.6% | -9.0% |
| 3Y | +4.8% | +23.6% | -18.8% | -15.0% |
| All | -30.7% | +64.4% | -95.1% | -54.4% |
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