+54.6%
TER vs RACE
+65.0%
-10.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.3% |
| 7D | -20.5% | +5.1% | -25.6% | -22.5% |
| 30D | -47.0% | +7.7% | -54.7% | -49.1% |
| 3M | -43.3% | +2.2% | -45.5% | -44.2% |
| 6M | -42.9% | +23.8% | -66.7% | -50.2% |
| YTD | +12.9% | +13.9% | -1.0% | +2.4% |
| 1Y | +18.2% | +3.8% | +14.4% | +12.9% |
| 3Y | +151.8% | +28.0% | +123.7% | +85.5% |
| All | +54.6% | +65.0% | -10.5% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling