+538.9%
FICO vs RACE
+717.8%
-178.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.3% |
| 7D | +1.4% | -4.0% | +5.4% | +3.6% |
| 30D | -0.8% | +3.5% | -4.3% | -2.7% |
| 3M | -31.3% | -0.4% | -30.9% | -31.4% |
| 6M | -33.9% | +23.2% | -57.1% | -41.7% |
| YTD | -57.6% | +11.0% | -68.6% | -60.8% |
| 1Y | -59.7% | -2.2% | -57.4% | -60.1% |
| 3Y | -28.0% | +22.5% | -50.6% | -41.1% |
| 5Y | +91.0% | +63.2% | +27.8% | +27.7% |
| All | +538.9% | +717.8% | -178.9% | +101.0% |
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