+63.7%
EL vs RACE
+729.2%
-665.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.5% |
| 7D | +1.5% | -1.2% | +2.7% | +2.1% |
| 30D | +10.0% | +6.1% | +3.9% | +7.1% |
| 3M | +28.4% | -0.3% | +28.7% | +28.5% |
| 6M | +37.1% | +23.4% | +13.6% | +24.2% |
| YTD | +7.8% | +12.5% | -4.7% | +1.5% |
| 1Y | +26.0% | -0.5% | +26.5% | +25.0% |
| 3Y | +3.8% | +23.6% | -19.8% | -12.0% |
| 5Y | -65.2% | +65.4% | -130.6% | -75.1% |
| All | +63.7% | +729.2% | -665.5% | -29.3% |
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 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