+38.0%
ESI vs RACE
+64.4%
-26.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.3% |
| 7D | +5.5% | -1.2% | +6.7% | +6.1% |
| 30D | -7.8% | +6.1% | -13.9% | -10.3% |
| 3M | -15.0% | -0.3% | -14.7% | -15.2% |
| 6M | -24.9% | +23.4% | -48.3% | -33.0% |
| YTD | +33.2% | +12.5% | +20.7% | +23.3% |
| 1Y | +24.9% | -0.5% | +25.4% | +23.0% |
| 3Y | +77.8% | +23.6% | +54.1% | +42.6% |
| All | +38.0% | +64.4% | -26.4% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling