+122.7%
FE vs RACE
+741.5%
-618.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.4% | -3.9% | +3.5% | +0.3% |
| 30D | +3.6% | +6.8% | -3.2% | +2.3% |
| 3M | +0.3% | +1.3% | -1.0% | -0.1% |
| 6M | +6.4% | +26.3% | -19.9% | +1.3% |
| YTD | +8.1% | +13.8% | -5.7% | +4.5% |
| 1Y | +4.6% | -0.5% | +5.0% | +3.8% |
| 3Y | +49.1% | +25.6% | +23.5% | +36.2% |
| 5Y | +46.1% | +67.6% | -21.5% | +22.4% |
| 10Y | +122.7% | +724.7% | -602.0% | +41.1% |
| All | +122.7% | +741.5% | -618.8% | +41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling