+486.0%
EWT vs RACE
+663.9%
-177.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.7% | +6.5% | +7.0% |
| 7D | -5.0% | +3.9% | -8.9% | -6.2% |
| 30D | -16.3% | +7.4% | -23.8% | -18.4% |
| 3M | -7.2% | +1.6% | -8.8% | -7.9% |
| 6M | -0.5% | +23.3% | -23.8% | -8.0% |
| YTD | +50.6% | +14.7% | +35.9% | +42.0% |
| 1Y | +54.8% | +2.5% | +52.3% | +51.6% |
| 3Y | +155.5% | +28.0% | +127.5% | +124.0% |
| 5Y | +116.4% | +69.8% | +46.6% | +67.9% |
| 10Y | +421.4% | +734.9% | -313.5% | +138.6% |
| All | +486.0% | +663.9% | -177.9% | +152.7% |
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