+140.1%
EWZ vs RACE
+688.6%
-548.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.6% | -0.1% |
| 7D | -4.1% | +9.9% | -14.0% | -7.9% |
| 30D | -25.0% | +12.8% | -37.8% | -28.8% |
| 3M | -10.6% | +7.4% | -18.0% | -13.6% |
| 6M | -16.6% | +27.6% | -44.2% | -25.7% |
| YTD | +2.5% | +18.4% | -15.9% | -6.4% |
| 1Y | +8.1% | +9.5% | -1.5% | +2.0% |
| 3Y | +20.4% | +33.9% | -13.5% | -2.6% |
| 5Y | +62.7% | +74.9% | -12.2% | +11.6% |
| 10Y | +52.6% | +814.9% | -762.3% | -54.5% |
| All | +140.1% | +688.6% | -548.5% | -35.2% |
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