+138.5%
EWJ vs RACE
+793.3%
-654.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +2.9% | -1.0% | +3.9% | +3.2% |
| 30D | +1.1% | -1.5% | +2.6% | +1.5% |
| 3M | +7.1% | +15.5% | -8.3% | +2.3% |
| 6M | +16.2% | +17.3% | -1.1% | +10.1% |
| YTD | +22.0% | +11.1% | +10.9% | +17.2% |
| 1Y | +26.2% | -14.3% | +40.5% | +30.0% |
| 3Y | +73.5% | +40.2% | +33.3% | +49.7% |
| 5Y | +52.7% | +92.6% | -39.9% | +17.1% |
| 10Y | +138.5% | +786.6% | -648.1% | +25.2% |
| All | +138.5% | +793.3% | -654.8% | +25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling