-12.4%
EW vs RACE
+69.7%
-82.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +9.3% | +0.2% | +9.0% | +9.2% |
| 30D | +22.1% | +6.6% | +15.4% | +19.4% |
| 3M | +13.0% | +2.2% | +10.8% | +11.9% |
| 6M | +30.1% | +22.4% | +7.7% | +20.4% |
| YTD | +22.0% | +13.8% | +8.2% | +15.0% |
| 1Y | +23.7% | +2.2% | +21.5% | +21.4% |
| 3Y | +62.0% | +25.6% | +36.4% | +35.0% |
| 5Y | -12.4% | +71.0% | -83.4% | -40.9% |
| All | -12.4% | +69.7% | -82.1% | -40.9% |
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