-24.2%
FDS vs RACE
+64.4%
-88.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.1% |
| 7D | +1.5% | -1.2% | +2.7% | +1.8% |
| 30D | +14.8% | +6.1% | +8.7% | +13.0% |
| 3M | +16.3% | -0.3% | +16.6% | +16.2% |
| 6M | +66.2% | +23.4% | +42.8% | +56.4% |
| YTD | +16.2% | +12.5% | +3.7% | +11.5% |
| 1Y | +21.8% | -0.5% | +22.3% | +20.9% |
| 3Y | -23.9% | +23.6% | -47.5% | -33.4% |
| All | -24.2% | +64.4% | -88.6% | -43.5% |
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