+43.2%
TER vs RACE
+10.6%
+32.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.3% | -11.1% | -7.6% |
| 7D | -19.9% | +9.9% | -29.8% | -21.4% |
| 30D | -43.5% | +12.8% | -56.3% | -45.0% |
| 3M | -37.8% | +7.4% | -45.1% | -38.7% |
| 6M | -25.6% | +27.6% | -53.2% | -31.2% |
| YTD | +29.8% | +18.4% | +11.5% | +23.1% |
| 1Y | +43.2% | +9.5% | +33.6% | +38.8% |
| All | +43.2% | +10.6% | +32.6% | +38.8% |
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