+31.6%
FDS vs RACE
+3.3%
+28.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.3% |
| 7D | -0.5% | +5.1% | -5.6% | -1.6% |
| 30D | +20.2% | +7.7% | +12.5% | +18.3% |
| 3M | +19.9% | +2.2% | +17.7% | +19.2% |
| 6M | +56.2% | +23.8% | +32.4% | +49.6% |
| YTD | +14.6% | +13.9% | +0.7% | +10.6% |
| 1Y | +31.6% | +3.8% | +27.8% | +33.9% |
| All | +31.6% | +3.3% | +28.3% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling