+181.9%
EWZ vs RACE
+647.6%
-465.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.1% |
| 7D | +6.5% | -2.5% | +9.0% | +7.6% |
| 30D | +4.8% | +0.8% | +4.1% | +4.4% |
| 3M | +9.9% | +17.2% | -7.3% | +2.1% |
| 6M | +1.9% | +13.6% | -11.6% | -4.5% |
| YTD | +20.3% | +12.2% | +8.1% | +12.7% |
| 1Y | +35.6% | -16.3% | +51.9% | +42.8% |
| 3Y | +43.4% | +36.4% | +7.0% | +14.6% |
| 5Y | +55.9% | +95.0% | -39.0% | +0.1% |
| 10Y | +84.2% | +813.2% | -729.1% | -45.0% |
| All | +181.9% | +647.6% | -465.7% | -22.0% |
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