+43.6%
EL vs RACE
+647.6%
-604.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.9% | +4.9% | +3.8% |
| 7D | +0.8% | -2.5% | +3.3% | +1.8% |
| 30D | +19.8% | +0.8% | +19.1% | +19.5% |
| 3M | +25.7% | +17.2% | +8.6% | +17.6% |
| 6M | +5.4% | +13.6% | -8.1% | -0.5% |
| YTD | +0.2% | +12.2% | -12.0% | -5.0% |
| 1Y | +20.4% | -16.3% | +36.7% | +27.5% |
| 3Y | -32.1% | +36.4% | -68.6% | -44.0% |
| 5Y | -67.2% | +95.0% | -162.1% | -77.0% |
| 10Y | +31.7% | +813.2% | -781.5% | -40.6% |
| All | +43.6% | +647.6% | -604.0% | -31.7% |
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