+99.8%
FAST vs RACE
+26.1%
+73.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +4.3% | -3.9% | +8.1% | +5.2% |
| 30D | +8.3% | +6.8% | +1.5% | +6.7% |
| 3M | +6.5% | +1.3% | +5.1% | +6.0% |
| 6M | +29.5% | +26.3% | +3.2% | +22.0% |
| YTD | +41.3% | +13.8% | +27.5% | +35.6% |
| 1Y | +37.4% | -0.5% | +37.8% | +36.2% |
| All | +99.8% | +26.1% | +73.7% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling