+166.5%
ET vs RACE
+738.3%
-571.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | -4.4% | +3.9% | -8.4% | -5.5% |
| 30D | -4.8% | +7.4% | -12.2% | -6.7% |
| 3M | -3.4% | +1.6% | -5.1% | -4.2% |
| 6M | +2.2% | +23.3% | -21.1% | -4.6% |
| YTD | +24.2% | +14.7% | +9.5% | +17.4% |
| 1Y | +24.5% | +2.5% | +22.0% | +21.7% |
| 3Y | +83.6% | +28.0% | +55.6% | +59.9% |
| 5Y | +203.4% | +69.8% | +133.6% | +132.7% |
| 10Y | +166.5% | +734.9% | -568.3% | +30.3% |
| All | +166.5% | +738.3% | -571.7% | +30.3% |
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 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