+67.1%
FDX vs RACE
+93.6%
-26.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.4% | +0.1% |
| 7D | -2.5% | -2.5% | 0.0% | -1.8% |
| 30D | +3.8% | +0.8% | +3.0% | +3.4% |
| 3M | -1.3% | +17.2% | -18.5% | -6.7% |
| 6M | +5.0% | +13.6% | -8.6% | 0.0% |
| YTD | +39.6% | +12.2% | +27.4% | +32.9% |
| 1Y | +81.1% | -16.3% | +97.4% | +89.5% |
| 3Y | +63.0% | +36.4% | +26.6% | +33.4% |
| All | +67.1% | +93.6% | -26.5% | +9.1% |
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 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