-26.3%
EW vs RACE
+93.6%
-119.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.8% |
| 7D | -0.3% | -2.5% | +2.2% | +0.5% |
| 30D | +1.0% | +0.8% | +0.3% | +0.6% |
| 3M | +2.8% | +17.2% | -14.4% | -3.1% |
| 6M | +5.5% | +13.6% | -8.1% | +0.1% |
| YTD | +5.5% | +12.2% | -6.8% | 0.0% |
| 1Y | +11.0% | -16.3% | +27.3% | +16.8% |
| 3Y | +17.7% | +36.4% | -18.7% | -6.8% |
| All | -26.3% | +93.6% | -119.9% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling