+130.0%
FDS vs RACE
+738.3%
-608.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.6% |
| 7D | -5.0% | +3.9% | -8.9% | -6.2% |
| 30D | +13.8% | +7.4% | +6.3% | +11.1% |
| 3M | +14.8% | +1.6% | +13.2% | +14.0% |
| 6M | +47.4% | +23.3% | +24.1% | +36.6% |
| YTD | +14.2% | +14.7% | -0.5% | +7.7% |
| 1Y | +26.6% | +2.5% | +24.1% | +24.0% |
| 3Y | -24.4% | +28.0% | -52.4% | -35.0% |
| 5Y | -22.6% | +69.8% | -92.5% | -42.0% |
| 10Y | +130.0% | +734.9% | -604.9% | +10.4% |
| All | +130.0% | +738.3% | -608.3% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling