+49.9%
EWJ vs RACE
+87.3%
-37.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | +1.0% | -2.6% | +3.6% | +1.8% |
| 30D | +1.0% | -1.1% | +2.1% | +1.2% |
| 3M | +7.2% | +12.5% | -5.3% | +3.2% |
| 6M | +13.9% | +17.4% | -3.5% | +7.8% |
| YTD | +20.8% | +10.1% | +10.7% | +16.3% |
| 1Y | +26.4% | -15.1% | +41.5% | +30.6% |
| 3Y | +71.8% | +38.9% | +32.8% | +44.7% |
| 5Y | +49.9% | +90.7% | -40.8% | +8.8% |
| All | +49.9% | +87.3% | -37.4% | +8.8% |
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