+148.7%
EWJ vs RACE
+647.6%
-498.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.9% |
| 7D | +2.5% | -2.5% | +5.0% | +3.3% |
| 30D | +3.3% | +0.8% | +2.5% | +3.0% |
| 3M | +5.0% | +17.2% | -12.2% | 0.0% |
| 6M | +11.5% | +13.6% | -2.0% | +6.9% |
| YTD | +22.4% | +12.2% | +10.2% | +17.4% |
| 1Y | +30.2% | -16.3% | +46.5% | +34.9% |
| 3Y | +72.8% | +36.4% | +36.4% | +51.6% |
| 5Y | +54.1% | +95.0% | -40.8% | +19.7% |
| 10Y | +140.6% | +813.2% | -672.6% | +25.7% |
| All | +148.7% | +647.6% | -498.9% | +27.9% |
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 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