+241.3%
EME vs RACE
+40.8%
+200.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.2% |
| 7D | +1.9% | -2.5% | +4.4% | +2.5% |
| 30D | -8.3% | +0.8% | -9.0% | -8.6% |
| 3M | -10.7% | +17.2% | -27.9% | -14.5% |
| 6M | +1.9% | +13.6% | -11.7% | -1.9% |
| YTD | +23.5% | +12.2% | +11.3% | +18.8% |
| 1Y | +18.0% | -16.3% | +34.2% | +23.4% |
| All | +241.3% | +40.8% | +200.4% | +199.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling