+143.1%
ET vs RACE
+647.6%
-504.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.9% |
| 7D | +0.9% | -2.5% | +3.4% | +1.6% |
| 30D | +7.5% | +0.8% | +6.7% | +7.1% |
| 3M | +11.4% | +17.2% | -5.7% | +5.4% |
| 6M | +18.5% | +13.6% | +5.0% | +12.6% |
| YTD | +37.4% | +12.2% | +25.2% | +30.3% |
| 1Y | +30.9% | -16.3% | +47.2% | +35.8% |
| 3Y | +98.7% | +36.4% | +62.3% | +66.9% |
| 5Y | +230.7% | +95.0% | +135.7% | +135.3% |
| 10Y | +175.6% | +813.2% | -637.7% | -0.6% |
| All | +143.1% | +647.6% | -504.5% | -22.3% |
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