+192.8%
TER vs RACE
+26.8%
+166.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.7% | +12.1% | +12.5% |
| 7D | -5.8% | +3.9% | -9.7% | -6.8% |
| 30D | -38.9% | +7.4% | -46.3% | -40.2% |
| 3M | -35.1% | +1.6% | -36.7% | -35.5% |
| 6M | -31.6% | +23.3% | -54.9% | -36.7% |
| YTD | +27.2% | +14.7% | +12.6% | +20.1% |
| 1Y | +35.2% | +2.5% | +32.7% | +32.4% |
| 3Y | +192.8% | +28.0% | +164.8% | +163.1% |
| All | +192.8% | +26.8% | +166.0% | +163.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling