+333.8%
EWY vs RACE
+647.6%
-313.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.5% | +5.4% |
| 7D | +4.8% | -2.5% | +7.3% | +5.9% |
| 30D | +11.7% | +0.8% | +10.9% | +11.3% |
| 3M | -7.4% | +17.2% | -24.6% | -13.3% |
| 6M | +40.6% | +13.6% | +27.0% | +33.0% |
| YTD | +94.3% | +12.2% | +82.1% | +83.9% |
| 1Y | +164.3% | -16.3% | +180.5% | +178.5% |
| 3Y | +221.0% | +36.4% | +184.5% | +166.8% |
| 5Y | +139.1% | +95.0% | +44.2% | +67.5% |
| 10Y | +298.8% | +813.2% | -514.4% | +59.0% |
| All | +333.8% | +647.6% | -313.8% | +67.9% |
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