+202.8%
TER vs RACE
+93.6%
+109.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.4% | +6.5% |
| 7D | +0.6% | -2.5% | +3.1% | +2.0% |
| 30D | -8.3% | +0.8% | -9.0% | -8.8% |
| 3M | -12.2% | +17.2% | -29.4% | -20.4% |
| 6M | +17.1% | +13.6% | +3.5% | +7.6% |
| YTD | +84.7% | +12.2% | +72.5% | +69.2% |
| 1Y | +199.9% | -16.3% | +216.2% | +223.0% |
| 3Y | +232.8% | +36.4% | +196.3% | +130.2% |
| All | +202.8% | +93.6% | +109.3% | +52.4% |
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