+105.0%
FAST vs RACE
+65.1%
+39.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.1% |
| 7D | +0.7% | +5.7% | -5.0% | -1.1% |
| 30D | +4.6% | +9.3% | -4.6% | +1.7% |
| 3M | +6.4% | +3.8% | +2.5% | +4.9% |
| 6M | +20.6% | +29.8% | -9.2% | +10.0% |
| YTD | +34.7% | +15.6% | +19.1% | +26.8% |
| 1Y | +29.7% | +5.1% | +24.6% | +26.0% |
| 3Y | +89.9% | +30.8% | +59.1% | +60.9% |
| 5Y | +105.0% | +67.4% | +37.5% | +50.7% |
| All | +105.0% | +65.1% | +39.9% | +50.7% |
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