+128.3%
FDS vs RACE
+670.3%
-542.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.2% |
| 7D | +6.4% | +5.7% | +0.7% | +4.5% |
| 30D | +25.2% | +9.3% | +15.9% | +21.6% |
| 3M | +22.9% | +3.8% | +19.1% | +21.2% |
| 6M | +56.5% | +29.8% | +26.7% | +42.8% |
| YTD | +19.0% | +15.6% | +3.3% | +12.0% |
| 1Y | +32.7% | +5.1% | +27.6% | +28.9% |
| 3Y | -20.4% | +30.8% | -51.2% | -31.5% |
| 5Y | -19.6% | +67.4% | -87.0% | -38.3% |
| 10Y | +148.5% | +793.6% | -645.1% | +11.7% |
| All | +128.3% | +670.3% | -542.1% | -0.1% |
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