-22.7%
FDS vs RACE
+65.0%
-87.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.3% |
| 7D | -0.5% | +5.1% | -5.6% | -1.9% |
| 30D | +20.2% | +7.7% | +12.5% | +17.8% |
| 3M | +19.9% | +2.2% | +17.7% | +19.0% |
| 6M | +56.2% | +23.8% | +32.4% | +46.8% |
| YTD | +14.6% | +13.9% | +0.7% | +9.5% |
| 1Y | +31.6% | +3.8% | +27.8% | +29.1% |
| 3Y | -23.8% | +28.0% | -51.9% | -34.3% |
| All | -22.7% | +65.0% | -87.8% | -42.3% |
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