+98.3%
ES vs RACE
+647.6%
-549.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.2% |
| 7D | +0.3% | -2.5% | +2.8% | +0.7% |
| 30D | -2.0% | +0.8% | -2.7% | -2.2% |
| 3M | +1.7% | +17.2% | -15.5% | -1.5% |
| 6M | -3.5% | +13.6% | -17.1% | -6.3% |
| YTD | +7.9% | +12.2% | -4.3% | +4.9% |
| 1Y | +17.2% | -16.3% | +33.4% | +19.8% |
| 3Y | +29.3% | +36.4% | -7.1% | +18.8% |
| 5Y | -5.7% | +95.0% | -100.7% | -20.3% |
| 10Y | +85.2% | +813.2% | -728.0% | +33.7% |
| All | +98.3% | +647.6% | -549.4% | +44.0% |
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