+50.4%
TER vs RACE
+65.1%
-14.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.3% | -12.9% | -14.0% |
| 7D | -28.2% | +5.7% | -33.8% | -30.2% |
| 30D | -50.6% | +9.3% | -59.9% | -52.9% |
| 3M | -45.3% | +3.8% | -49.2% | -46.7% |
| 6M | -40.4% | +29.8% | -70.2% | -49.3% |
| YTD | +10.0% | +15.6% | -5.6% | -1.0% |
| 1Y | +13.6% | +5.1% | +8.6% | +8.0% |
| 3Y | +145.2% | +30.8% | +114.4% | +78.3% |
| 5Y | +50.4% | +67.4% | -17.1% | -14.1% |
| All | +50.4% | +65.1% | -14.7% | -14.1% |
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