+556.6%
EME vs RACE
+92.4%
+464.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.8% |
| 7D | +5.2% | -1.0% | +6.2% | +5.5% |
| 30D | -5.4% | -1.5% | -3.8% | -5.1% |
| 3M | -6.1% | +15.5% | -21.6% | -10.7% |
| 6M | +9.7% | +17.3% | -7.6% | +3.2% |
| YTD | +26.6% | +11.1% | +15.5% | +20.7% |
| 1Y | +24.6% | -14.3% | +38.9% | +29.4% |
| 3Y | +249.6% | +40.2% | +209.4% | +190.3% |
| 5Y | +556.6% | +92.6% | +464.0% | +374.1% |
| All | +556.6% | +92.4% | +464.1% | +374.1% |
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 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