-65.6%
EL vs RACE
+62.4%
-128.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.8% | -0.4% |
| 7D | +2.7% | -4.0% | +6.7% | +4.7% |
| 30D | +10.8% | +3.5% | +7.3% | +9.0% |
| 3M | +26.5% | -0.4% | +26.9% | +26.6% |
| 6M | +31.1% | +23.2% | +8.0% | +18.2% |
| YTD | +6.6% | +11.0% | -4.4% | +0.7% |
| 1Y | +21.8% | -2.2% | +24.0% | +21.9% |
| 3Y | +1.8% | +22.5% | -20.8% | -18.9% |
| 5Y | -65.6% | +63.2% | -128.7% | -78.2% |
| All | -65.6% | +62.4% | -128.0% | -78.2% |
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