+76.9%
FICO vs RACE
+65.0%
+11.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.3% |
| 7D | -0.9% | +5.1% | -6.0% | -3.4% |
| 30D | +3.3% | +7.7% | -4.4% | -0.3% |
| 3M | -31.7% | +2.2% | -33.9% | -32.6% |
| 6M | -34.0% | +23.8% | -57.7% | -40.9% |
| YTD | -58.3% | +13.9% | -72.2% | -61.5% |
| 1Y | -57.9% | +3.8% | -61.7% | -59.3% |
| 3Y | -24.1% | +28.0% | -52.1% | -39.4% |
| All | +76.9% | +65.0% | +11.9% | +6.8% |
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