+239.8%
EW vs RACE
+738.3%
-498.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.9% | +2.3% |
| 7D | +12.3% | +3.9% | +8.4% | +10.6% |
| 30D | +22.9% | +7.4% | +15.4% | +19.6% |
| 3M | +16.7% | +1.6% | +15.1% | +15.7% |
| 6M | +31.0% | +23.3% | +7.6% | +20.0% |
| YTD | +22.8% | +14.7% | +8.2% | +14.7% |
| 1Y | +25.6% | +2.5% | +23.0% | +22.5% |
| 3Y | +62.0% | +28.0% | +34.0% | +36.9% |
| 5Y | -12.8% | +69.8% | -82.6% | -36.5% |
| 10Y | +239.8% | +734.9% | -495.1% | +80.1% |
| All | +239.8% | +738.3% | -498.5% | +80.1% |
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 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