+71.7%
TER vs RACE
+64.4%
+7.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -6.1% |
| 7D | +14.4% | -1.2% | +15.6% | +15.0% |
| 30D | -30.6% | +6.1% | -36.7% | -32.9% |
| 3M | -39.2% | -0.3% | -38.9% | -39.5% |
| 6M | -31.3% | +23.4% | -54.7% | -39.9% |
| YTD | +29.1% | +12.5% | +16.5% | +17.7% |
| 1Y | +47.4% | -0.5% | +47.9% | +44.5% |
| 3Y | +191.2% | +23.6% | +167.6% | +120.2% |
| All | +71.7% | +64.4% | +7.3% | -1.2% |
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