+1,949.3%
TER vs RACE
+647.6%
+1,301.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.4% | +6.5% |
| 7D | +0.6% | -2.5% | +3.1% | +1.9% |
| 30D | -8.3% | +0.8% | -9.0% | -8.8% |
| 3M | -12.2% | +17.2% | -29.4% | -20.1% |
| 6M | +17.1% | +13.6% | +3.5% | +8.0% |
| YTD | +84.7% | +12.2% | +72.5% | +69.8% |
| 1Y | +199.9% | -16.3% | +216.2% | +218.5% |
| 3Y | +232.8% | +36.4% | +196.3% | +156.6% |
| 5Y | +198.6% | +95.0% | +103.6% | +87.7% |
| 10Y | +1,669.7% | +813.2% | +856.5% | +535.3% |
| All | +1,949.3% | +647.6% | +1,301.7% | +604.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling