+55.0%
EWZ vs RACE
+93.6%
-38.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.2% |
| 7D | +6.5% | -2.5% | +9.0% | +7.2% |
| 30D | +4.8% | +0.8% | +4.1% | +4.6% |
| 3M | +9.9% | +17.2% | -7.3% | +5.2% |
| 6M | +1.9% | +13.6% | -11.6% | -1.9% |
| YTD | +20.3% | +12.2% | +8.1% | +15.8% |
| 1Y | +35.6% | -16.3% | +51.9% | +40.1% |
| 3Y | +43.4% | +36.4% | +7.0% | +24.5% |
| All | +55.0% | +93.6% | -38.6% | +17.3% |
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