+446.8%
EWT vs RACE
+658.9%
-212.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +4.4% |
| 7D | -11.7% | +5.1% | -16.8% | -13.2% |
| 30D | -23.2% | +7.7% | -30.9% | -25.2% |
| 3M | -12.5% | +2.2% | -14.7% | -13.3% |
| 6M | -5.9% | +23.8% | -29.7% | -13.2% |
| YTD | +40.5% | +13.9% | +26.6% | +32.7% |
| 1Y | +43.7% | +3.8% | +40.0% | +40.1% |
| 3Y | +136.6% | +28.0% | +108.6% | +107.4% |
| 5Y | +105.1% | +64.9% | +40.2% | +60.7% |
| 10Y | +387.0% | +780.4% | -393.4% | +119.4% |
| All | +446.8% | +658.9% | -212.1% | +136.3% |
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