+128.7%
EWJ vs RACE
+658.1%
-529.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | -7.6% | +6.6% | -14.3% | -9.3% |
| 3M | -5.9% | +2.2% | -8.1% | -6.6% |
| 6M | -1.5% | +22.4% | -23.8% | -7.6% |
| YTD | +12.6% | +13.8% | -1.2% | +7.5% |
| 1Y | +12.7% | +2.2% | +10.5% | +10.8% |
| 3Y | +63.1% | +25.6% | +37.4% | +46.8% |
| 5Y | +48.2% | +71.0% | -22.8% | +19.4% |
| 10Y | +123.1% | +739.1% | -616.0% | +18.9% |
| All | +128.7% | +658.1% | -529.4% | +17.1% |
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