+86.6%
EMR vs RACE
+28.1%
+58.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | -1.6% | +5.1% | -6.7% | -2.6% |
| 30D | +2.0% | +7.7% | -5.7% | +0.3% |
| 3M | +3.8% | +2.2% | +1.6% | +3.2% |
| 6M | +10.5% | +23.8% | -13.2% | +5.0% |
| YTD | +23.7% | +13.9% | +9.8% | +18.9% |
| 1Y | +25.4% | +3.8% | +21.6% | +22.7% |
| 3Y | +86.6% | +28.0% | +58.5% | +68.5% |
| All | +86.6% | +28.1% | +58.4% | +68.5% |
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