+1,001.8%
TER vs RACE
+738.3%
+263.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.7% | +12.1% | +12.4% |
| 7D | -5.8% | +3.9% | -9.7% | -7.8% |
| 30D | -38.9% | +7.4% | -46.3% | -41.5% |
| 3M | -35.1% | +1.6% | -36.7% | -36.1% |
| 6M | -31.6% | +23.3% | -54.9% | -40.5% |
| YTD | +27.2% | +14.7% | +12.6% | +14.2% |
| 1Y | +35.2% | +2.5% | +32.7% | +29.5% |
| 3Y | +192.8% | +28.0% | +164.8% | +127.2% |
| 5Y | +72.4% | +69.8% | +2.6% | +9.4% |
| 10Y | +1,001.8% | +734.9% | +267.0% | +256.1% |
| All | +1,001.8% | +738.3% | +263.6% | +256.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling