-16.7%
FDS vs RACE
+93.6%
-110.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -3.0% |
| 7D | -1.9% | -2.5% | +0.6% | -1.2% |
| 30D | +9.0% | +0.8% | +8.2% | +8.8% |
| 3M | +18.9% | +17.2% | +1.7% | +13.8% |
| 6M | +35.1% | +13.6% | +21.5% | +29.9% |
| YTD | +5.5% | +12.2% | -6.7% | +1.4% |
| 1Y | -16.8% | -16.3% | -0.6% | -13.7% |
| 3Y | -28.1% | +36.4% | -64.5% | -39.4% |
| All | -16.7% | +93.6% | -110.2% | -40.0% |
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