+101.7%
FICO vs RACE
+93.6%
+8.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.9% | -14.8% | -15.8% |
| 7D | -19.2% | -2.5% | -16.7% | -18.1% |
| 30D | -14.6% | +0.8% | -15.4% | -14.7% |
| 3M | -20.1% | +17.2% | -37.2% | -26.0% |
| 6M | -36.3% | +13.6% | -49.9% | -40.5% |
| YTD | -44.9% | +12.2% | -57.1% | -48.5% |
| 1Y | -38.6% | -16.3% | -22.4% | -34.3% |
| 3Y | +4.0% | +36.4% | -32.5% | -19.6% |
| All | +101.7% | +93.6% | +8.1% | +15.9% |
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 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