+43.6%
EWZ vs RACE
+740.1%
-696.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.3% |
| 7D | -1.5% | +5.1% | -6.6% | -3.5% |
| 30D | -24.5% | +7.7% | -32.2% | -26.9% |
| 3M | -10.7% | +2.2% | -12.9% | -11.8% |
| 6M | -19.1% | +23.8% | -42.8% | -26.8% |
| YTD | +1.6% | +13.9% | -12.3% | -5.5% |
| 1Y | +4.3% | +3.8% | +0.5% | +0.8% |
| 3Y | +19.0% | +28.0% | -9.1% | -1.9% |
| 5Y | +57.7% | +64.9% | -7.3% | +11.2% |
| All | +43.6% | +740.1% | -696.5% | -48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling