+306.8%
ESI vs RACE
+793.3%
-486.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +1.0% |
| 7D | +5.4% | -1.0% | +6.4% | +5.9% |
| 30D | -4.2% | -1.5% | -2.7% | -3.7% |
| 3M | -9.6% | +15.5% | -25.1% | -16.7% |
| 6M | +18.3% | +17.3% | +1.0% | +7.3% |
| YTD | +45.8% | +11.1% | +34.7% | +35.3% |
| 1Y | +39.2% | -14.3% | +53.4% | +46.1% |
| 3Y | +86.3% | +40.2% | +46.1% | +42.3% |
| 5Y | +76.2% | +92.6% | -16.3% | +10.5% |
| 10Y | +306.8% | +786.6% | -479.8% | +12.7% |
| All | +306.8% | +793.3% | -486.5% | +12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling