+238.5%
TER vs RACE
+36.9%
+201.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.4% | +6.1% |
| 7D | +0.6% | -2.5% | +3.1% | +1.4% |
| 30D | -8.3% | +0.8% | -9.0% | -8.6% |
| 3M | -12.2% | +17.2% | -29.4% | -17.2% |
| 6M | +17.1% | +13.6% | +3.5% | +11.1% |
| YTD | +84.7% | +12.2% | +72.5% | +75.3% |
| 1Y | +199.9% | -16.3% | +216.2% | +215.0% |
| All | +238.5% | +36.9% | +201.6% | +177.5% |
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 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