+674.1%
FAST vs RACE
+688.6%
-14.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +0.3% |
| 7D | +3.4% | +9.9% | -6.5% | +0.2% |
| 30D | +5.5% | +12.8% | -7.3% | +1.3% |
| 3M | +7.6% | +7.4% | +0.2% | +4.8% |
| 6M | +19.8% | +27.6% | -7.8% | +9.4% |
| YTD | +35.5% | +18.4% | +17.1% | +26.1% |
| 1Y | +31.6% | +9.5% | +22.1% | +25.8% |
| 3Y | +91.0% | +33.9% | +57.1% | +63.8% |
| 5Y | +105.1% | +74.9% | +30.2% | +56.3% |
| 10Y | +598.2% | +814.9% | -216.6% | +225.5% |
| All | +674.1% | +688.6% | -14.6% | +241.8% |
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 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