-14.6%
EW vs RACE
+65.0%
-79.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.8% |
| 7D | +11.0% | +5.1% | +5.9% | +9.1% |
| 30D | +19.1% | +7.7% | +11.4% | +16.1% |
| 3M | +14.4% | +2.2% | +12.2% | +13.2% |
| 6M | +22.8% | +23.8% | -1.0% | +13.2% |
| YTD | +19.8% | +13.9% | +5.9% | +12.9% |
| 1Y | +23.9% | +3.8% | +20.1% | +20.9% |
| 3Y | +52.2% | +28.0% | +24.2% | +25.5% |
| All | -14.6% | +65.0% | -79.6% | -41.8% |
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