+62.7%
EMR vs RACE
+93.6%
-30.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.3% |
| 7D | -1.5% | -2.5% | +1.0% | -0.8% |
| 30D | -5.6% | +0.8% | -6.4% | -5.9% |
| 3M | +7.9% | +17.2% | -9.2% | +2.8% |
| 6M | +6.0% | +13.6% | -7.6% | +1.6% |
| YTD | +16.4% | +12.2% | +4.2% | +11.4% |
| 1Y | +16.6% | -16.3% | +32.9% | +20.9% |
| 3Y | +62.9% | +36.4% | +26.4% | +37.2% |
| All | +62.7% | +93.6% | -30.8% | +15.5% |
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 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