+306.2%
EW vs RACE
+670.3%
-364.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.3% |
| 7D | +6.8% | +5.7% | +1.1% | +4.7% |
| 30D | +16.6% | +9.3% | +7.3% | +12.9% |
| 3M | +13.3% | +3.8% | +9.5% | +11.6% |
| 6M | +21.6% | +29.8% | -8.2% | +9.8% |
| YTD | +18.3% | +15.6% | +2.6% | +10.5% |
| 1Y | +21.7% | +5.1% | +16.6% | +17.8% |
| 3Y | +50.3% | +30.8% | +19.5% | +27.9% |
| 5Y | -15.0% | +67.4% | -82.4% | -35.9% |
| 10Y | +237.5% | +793.6% | -556.2% | +53.5% |
| All | +306.2% | +670.3% | -364.1% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling