+52.2%
EL vs RACE
+658.9%
-606.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.9% |
| 7D | +0.8% | +5.1% | -4.3% | -1.3% |
| 30D | +16.5% | +7.7% | +8.8% | +13.0% |
| 3M | +29.2% | +2.2% | +27.0% | +28.0% |
| 6M | +27.9% | +23.8% | +4.2% | +16.6% |
| YTD | +6.2% | +13.9% | -7.7% | -0.1% |
| 1Y | +27.2% | +3.8% | +23.4% | +24.1% |
| 3Y | +3.2% | +28.0% | -24.8% | -12.2% |
| 5Y | -66.0% | +64.9% | -130.9% | -74.7% |
| 10Y | +58.3% | +780.4% | -722.0% | -28.3% |
| All | +52.2% | +658.9% | -606.7% | -28.1% |
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