+56.6%
EWZ vs RACE
+65.1%
-8.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.0% |
| 7D | -4.2% | +5.7% | -9.8% | -5.5% |
| 30D | -26.1% | +9.3% | -35.4% | -27.8% |
| 3M | -12.0% | +3.8% | -15.9% | -13.0% |
| 6M | -19.3% | +29.8% | -49.1% | -24.9% |
| YTD | +0.9% | +15.6% | -14.7% | -3.7% |
| 1Y | +3.4% | +5.1% | -1.7% | +1.1% |
| 3Y | +18.6% | +30.8% | -12.2% | +4.8% |
| 5Y | +56.6% | +67.4% | -10.8% | +23.6% |
| All | +56.6% | +65.1% | -8.5% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling