+214.7%
EWY vs RACE
+658.9%
-444.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.5% | +5.6% | +4.7% |
| 7D | -10.4% | +5.1% | -15.5% | -12.2% |
| 30D | -25.4% | +7.7% | -33.1% | -27.7% |
| 3M | -16.5% | +2.2% | -18.7% | -17.3% |
| 6M | -24.7% | +23.8% | -48.5% | -31.3% |
| YTD | +40.9% | +13.9% | +27.0% | +32.5% |
| 1Y | +49.8% | +3.8% | +46.0% | +45.9% |
| 3Y | +134.8% | +28.0% | +106.8% | +100.7% |
| 5Y | +91.4% | +64.9% | +26.5% | +43.7% |
| 10Y | +204.3% | +780.4% | -576.1% | +22.5% |
| All | +214.7% | +658.9% | -444.2% | +20.9% |
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