+617.9%
FAST vs RACE
+647.6%
-29.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.4% |
| 7D | -0.4% | -2.5% | +2.2% | +0.5% |
| 30D | -0.8% | +0.8% | -1.6% | -1.2% |
| 3M | +5.8% | +17.2% | -11.4% | -0.2% |
| 6M | +8.0% | +13.6% | -5.6% | +2.5% |
| YTD | +25.6% | +12.2% | +13.4% | +19.2% |
| 1Y | +0.8% | -16.3% | +17.1% | +5.2% |
| 3Y | +86.1% | +36.4% | +49.7% | +58.1% |
| 5Y | +100.2% | +95.0% | +5.2% | +46.7% |
| 10Y | +494.2% | +813.2% | -319.1% | +178.7% |
| All | +617.9% | +647.6% | -29.7% | +223.1% |
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