+86.1%
FICO vs RACE
+65.1%
+21.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +2.0% |
| 7D | -0.3% | +5.7% | -5.9% | -2.9% |
| 30D | +1.7% | +9.3% | -7.6% | -2.5% |
| 3M | -35.2% | +3.8% | -39.0% | -36.5% |
| 6M | -33.7% | +29.8% | -63.5% | -42.0% |
| YTD | -58.2% | +15.6% | -73.8% | -61.6% |
| 1Y | -56.6% | +5.1% | -61.6% | -58.3% |
| 3Y | -24.0% | +30.8% | -54.8% | -39.9% |
| 5Y | +86.1% | +67.4% | +18.6% | +11.5% |
| All | +86.1% | +65.1% | +21.0% | +11.5% |
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