+153.0%
EWT vs RACE
+93.6%
+59.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.5% |
| 7D | +4.0% | -2.5% | +6.5% | +4.8% |
| 30D | +10.3% | +0.8% | +9.5% | +9.9% |
| 3M | +6.1% | +17.2% | -11.1% | +0.2% |
| 6M | +56.6% | +13.6% | +43.0% | +48.8% |
| YTD | +76.6% | +12.2% | +64.4% | +67.9% |
| 1Y | +97.9% | -16.3% | +114.1% | +107.0% |
| 3Y | +198.0% | +36.4% | +161.5% | +148.3% |
| All | +153.0% | +93.6% | +59.4% | +73.9% |
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 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