+18.2%
ESI vs RACE
+3.3%
+15.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.2% |
| 7D | -8.5% | +5.1% | -13.6% | -9.5% |
| 30D | -15.7% | +7.7% | -23.4% | -17.0% |
| 3M | -18.2% | +2.2% | -20.4% | -18.7% |
| 6M | -28.8% | +23.8% | -52.6% | -33.5% |
| YTD | +26.3% | +13.9% | +12.4% | +17.7% |
| 1Y | +18.2% | +3.8% | +14.5% | +18.0% |
| All | +18.2% | +3.3% | +15.0% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling