+202.4%
FDX vs RACE
+647.6%
-445.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.4% | +0.2% |
| 7D | -2.5% | -2.5% | 0.0% | -1.6% |
| 30D | +3.8% | +0.8% | +3.0% | +3.3% |
| 3M | -1.3% | +17.2% | -18.5% | -7.6% |
| 6M | +5.0% | +13.6% | -8.6% | -1.0% |
| YTD | +39.6% | +12.2% | +27.4% | +31.6% |
| 1Y | +81.1% | -16.3% | +97.4% | +89.9% |
| 3Y | +63.0% | +36.4% | +26.6% | +34.2% |
| 5Y | +65.6% | +95.0% | -29.4% | +14.1% |
| 10Y | +183.4% | +813.2% | -629.9% | +14.4% |
| All | +202.4% | +647.6% | -445.2% | +19.7% |
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