+882.5%
EME vs RACE
+717.8%
+164.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.3% |
| 7D | +11.3% | -4.0% | +15.3% | +13.0% |
| 30D | -14.6% | +3.5% | -18.1% | -15.8% |
| 3M | -20.4% | -0.4% | -20.0% | -20.7% |
| 6M | -28.3% | +23.2% | -51.4% | -34.4% |
| YTD | +8.6% | +11.0% | -2.4% | +2.4% |
| 1Y | +3.2% | -2.2% | +5.5% | +2.3% |
| 3Y | +216.8% | +22.5% | +194.2% | +175.7% |
| 5Y | +417.5% | +63.2% | +354.3% | +289.6% |
| All | +882.5% | +717.8% | +164.7% | +253.8% |
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