+72.4%
TER vs RACE
+67.1%
+5.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.7% | +12.1% | +12.4% |
| 7D | -5.8% | +3.9% | -9.7% | -7.6% |
| 30D | -38.9% | +7.4% | -46.3% | -41.3% |
| 3M | -35.1% | +1.6% | -36.7% | -36.0% |
| 6M | -31.6% | +23.3% | -54.9% | -40.1% |
| YTD | +27.2% | +14.7% | +12.6% | +15.0% |
| 1Y | +35.2% | +2.5% | +32.7% | +30.3% |
| 3Y | +192.8% | +28.0% | +164.8% | +116.3% |
| 5Y | +72.4% | +69.8% | +2.6% | -1.8% |
| All | +72.4% | +67.1% | +5.4% | -1.8% |
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