+24.5%
EW vs RACE
+3.0%
+21.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.9% | +2.4% |
| 7D | +12.3% | +3.9% | +8.4% | +11.4% |
| 30D | +22.9% | +7.4% | +15.4% | +21.1% |
| 3M | +16.7% | +1.6% | +15.1% | +16.1% |
| 6M | +31.0% | +23.3% | +7.6% | +25.4% |
| YTD | +22.8% | +14.7% | +8.2% | +18.3% |
| All | +24.5% | +3.0% | +21.5% | +25.3% |
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 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