+102.4%
FDS vs RACE
+647.6%
-545.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.9% |
| 7D | -1.9% | -2.5% | +0.6% | -1.1% |
| 30D | +9.0% | +0.8% | +8.2% | +8.8% |
| 3M | +18.9% | +17.2% | +1.7% | +12.6% |
| 6M | +35.1% | +13.6% | +21.5% | +28.7% |
| YTD | +5.5% | +12.2% | -6.7% | +0.5% |
| 1Y | -16.8% | -16.3% | -0.6% | -13.4% |
| 3Y | -28.1% | +36.4% | -64.5% | -39.2% |
| 5Y | -17.4% | +95.0% | -112.4% | -40.1% |
| 10Y | +85.4% | +813.2% | -727.8% | -17.0% |
| All | +102.4% | +647.6% | -545.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling