+365.0%
EMR vs RACE
+658.9%
-293.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.4% |
| 7D | -1.6% | +5.1% | -6.7% | -3.3% |
| 30D | +2.0% | +7.7% | -5.7% | -0.8% |
| 3M | +3.8% | +2.2% | +1.6% | +2.8% |
| 6M | +10.5% | +23.8% | -13.2% | +1.4% |
| YTD | +23.7% | +13.9% | +9.8% | +16.4% |
| 1Y | +25.4% | +3.8% | +21.6% | +22.0% |
| 3Y | +86.6% | +28.0% | +58.5% | +59.6% |
| 5Y | +83.0% | +64.9% | +18.1% | +37.8% |
| 10Y | +319.5% | +780.4% | -460.9% | +87.9% |
| All | +365.0% | +658.9% | -293.9% | +102.8% |
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