-38.6%
FICO vs RACE
-16.2%
-22.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.9% | -14.8% | -16.0% |
| 7D | -19.2% | -2.5% | -16.7% | -18.4% |
| 30D | -14.6% | +0.8% | -15.4% | -14.6% |
| 3M | -20.1% | +17.2% | -37.2% | -24.0% |
| 6M | -36.3% | +13.6% | -49.9% | -39.0% |
| YTD | -44.9% | +12.2% | -57.1% | -47.2% |
| 1Y | -38.6% | -16.3% | -22.4% | -33.9% |
| All | -38.6% | -16.2% | -22.4% | -33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling