+117.9%
ET vs RACE
+658.9%
-541.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | -7.9% | +5.1% | -13.0% | -9.3% |
| 30D | -5.9% | +7.7% | -13.6% | -8.2% |
| 3M | -5.2% | +2.2% | -7.4% | -6.2% |
| 6M | +0.3% | +23.8% | -23.5% | -7.1% |
| YTD | +23.1% | +13.9% | +9.2% | +15.9% |
| 1Y | +22.7% | +3.8% | +19.0% | +19.0% |
| 3Y | +75.4% | +28.0% | +47.3% | +51.1% |
| 5Y | +202.6% | +64.9% | +137.7% | +130.8% |
| 10Y | +213.0% | +780.4% | -567.4% | +14.8% |
| All | +117.9% | +658.9% | -541.0% | -30.9% |
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