+24.2%
EW vs RACE
+0.7%
+23.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +6.5% | -3.9% | +10.3% | +7.3% |
| 30D | +22.5% | +6.8% | +15.7% | +20.9% |
| 3M | +13.0% | +1.3% | +11.6% | +12.4% |
| 6M | +37.1% | +26.3% | +10.8% | +30.9% |
| YTD | +24.1% | +13.8% | +10.3% | +19.7% |
| 1Y | +24.2% | -0.5% | +24.7% | +25.1% |
| All | +24.2% | +0.7% | +23.6% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling