+232.1%
ESI vs RACE
+647.6%
-415.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.9% | +3.9% |
| 7D | +3.3% | -2.5% | +5.8% | +4.7% |
| 30D | -5.9% | +0.8% | -6.6% | -6.5% |
| 3M | -14.1% | +17.2% | -31.2% | -21.8% |
| 6M | +6.6% | +13.6% | -7.0% | -2.2% |
| YTD | +45.0% | +12.2% | +32.8% | +33.2% |
| 1Y | +41.5% | -16.3% | +57.7% | +50.7% |
| 3Y | +78.8% | +36.4% | +42.3% | +36.9% |
| 5Y | +70.9% | +95.0% | -24.1% | +3.9% |
| 10Y | +317.1% | +813.2% | -496.2% | -11.8% |
| All | +232.1% | +647.6% | -415.5% | -36.3% |
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