+189.1%
ESI vs RACE
+658.9%
-469.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.7% |
| 7D | -8.5% | +5.1% | -13.6% | -11.0% |
| 30D | -15.7% | +7.7% | -23.4% | -19.0% |
| 3M | -18.2% | +2.2% | -20.4% | -19.6% |
| 6M | -28.8% | +23.8% | -52.6% | -37.7% |
| YTD | +26.3% | +13.9% | +12.4% | +14.7% |
| 1Y | +18.2% | +3.8% | +14.5% | +12.9% |
| 3Y | +68.1% | +28.0% | +40.1% | +33.9% |
| 5Y | +28.8% | +64.9% | -36.2% | -13.8% |
| 10Y | +329.8% | +780.4% | -450.5% | -6.4% |
| All | +189.1% | +658.9% | -469.8% | -45.1% |
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