+62.0%
EW vs RACE
+26.8%
+35.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +21.2% |
| 3M | +16.7% | +1.6% | +15.1% | +16.2% |
| 6M | +31.0% | +23.3% | +7.6% | +25.4% |
| YTD | +22.8% | +14.7% | +8.2% | +18.8% |
| 1Y | +25.6% | +2.5% | +23.0% | +24.1% |
| 3Y | +62.0% | +28.0% | +34.0% | +57.4% |
| All | +62.0% | +26.8% | +35.1% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling