+1,685.0%
EME vs RACE
+647.6%
+1,037.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.4% |
| 7D | +1.9% | -2.5% | +4.4% | +2.8% |
| 30D | -8.3% | +0.8% | -9.0% | -8.7% |
| 3M | -10.7% | +17.2% | -27.9% | -16.0% |
| 6M | +1.9% | +13.6% | -11.7% | -3.6% |
| YTD | +23.5% | +12.2% | +11.3% | +16.7% |
| 1Y | +18.0% | -16.3% | +34.2% | +23.1% |
| 3Y | +236.1% | +36.4% | +199.7% | +184.8% |
| 5Y | +527.9% | +95.0% | +432.9% | +355.0% |
| 10Y | +1,252.8% | +813.2% | +439.5% | +515.5% |
| All | +1,685.0% | +647.6% | +1,037.4% | +688.7% |
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