+199.8%
TER vs RACE
-16.2%
+216.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.9% | +7.4% | +5.7% |
| 7D | +0.6% | -2.5% | +3.1% | +1.0% |
| 30D | -8.3% | +0.8% | -9.1% | -8.4% |
| 3M | -12.2% | +17.2% | -29.4% | -15.0% |
| 6M | +17.0% | +13.6% | +3.4% | +12.3% |
| YTD | +84.6% | +12.2% | +72.4% | +78.0% |
| 1Y | +199.8% | -16.3% | +216.1% | +192.5% |
| All | +199.8% | -16.2% | +216.0% | +192.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling