+99.1%
EFX vs RACE
+658.9%
-559.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.6% |
| 7D | +2.7% | +5.1% | -2.4% | +0.6% |
| 30D | +33.1% | +7.7% | +25.4% | +29.3% |
| 3M | +8.2% | +2.2% | +6.0% | +7.2% |
| 6M | +10.2% | +23.8% | -13.6% | +0.8% |
| YTD | -11.8% | +13.9% | -25.7% | -17.0% |
| 1Y | -6.1% | +3.8% | -9.9% | -8.4% |
| 3Y | +7.5% | +28.0% | -20.5% | -6.8% |
| 5Y | -30.7% | +64.9% | -95.6% | -46.6% |
| 10Y | +68.7% | +780.4% | -711.7% | -20.0% |
| All | +99.1% | +658.9% | -559.8% | -12.3% |
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