+46.3%
FE vs RACE
+65.0%
-18.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | -1.0% | +5.1% | -6.1% | -1.5% |
| 30D | +4.1% | +7.7% | -3.5% | +3.3% |
| 3M | -1.0% | +2.2% | -3.2% | -1.3% |
| 6M | +4.0% | +23.8% | -19.8% | +1.4% |
| YTD | +6.8% | +13.9% | -7.1% | +4.9% |
| 1Y | +5.3% | +3.8% | +1.5% | +4.5% |
| 3Y | +44.6% | +28.0% | +16.5% | +35.1% |
| All | +46.3% | +65.0% | -18.7% | +26.8% |
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