+64.9%
EL vs RACE
+740.2%
-675.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | +7.6% | +0.2% | +7.4% | +7.6% |
| 30D | +15.7% | +6.6% | +9.1% | +12.4% |
| 3M | +30.5% | +2.2% | +28.3% | +29.2% |
| 6M | +32.5% | +22.4% | +10.2% | +20.6% |
| YTD | +9.4% | +13.8% | -4.3% | +2.5% |
| 1Y | +28.4% | +2.2% | +26.1% | +25.8% |
| 3Y | +4.4% | +25.6% | -21.2% | -12.1% |
| 5Y | -64.5% | +71.0% | -135.5% | -74.9% |
| 10Y | +64.9% | +739.1% | -674.2% | -29.2% |
| All | +64.9% | +740.2% | -675.3% | -29.2% |
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 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