+49.7%
EQT vs RACE
+647.6%
-597.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.3% |
| 7D | +1.1% | -2.5% | +3.6% | +1.7% |
| 30D | +7.7% | +0.8% | +6.9% | +7.3% |
| 3M | +0.2% | +17.2% | -17.0% | -4.6% |
| 6M | -9.5% | +13.6% | -23.1% | -13.5% |
| YTD | +3.8% | +12.2% | -8.4% | -0.9% |
| 1Y | +7.8% | -16.3% | +24.0% | +11.6% |
| 3Y | +30.1% | +36.4% | -6.3% | +12.7% |
| 5Y | +188.6% | +95.0% | +93.6% | +119.1% |
| 10Y | +54.6% | +813.2% | -758.7% | -26.8% |
| All | +49.7% | +647.6% | -597.9% | -36.9% |
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