+83.4%
EMR vs RACE
+65.0%
+18.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.3% |
| 7D | -1.6% | +5.1% | -6.7% | -3.0% |
| 30D | +2.0% | +7.7% | -5.7% | -0.2% |
| 3M | +3.8% | +2.2% | +1.6% | +3.0% |
| 6M | +10.5% | +23.8% | -13.2% | +3.2% |
| YTD | +23.7% | +13.9% | +9.8% | +17.7% |
| 1Y | +25.4% | +3.8% | +21.6% | +22.6% |
| 3Y | +86.6% | +28.0% | +58.5% | +61.4% |
| All | +83.4% | +65.0% | +18.3% | +40.4% |
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