-36.3%
FICO vs RACE
+14.3%
-50.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.9% | -14.8% | -15.9% |
| 7D | -19.2% | -2.5% | -16.7% | -18.3% |
| 30D | -14.6% | +0.8% | -15.4% | -14.5% |
| 3M | -20.1% | +17.2% | -37.2% | -24.1% |
| 6M | -36.3% | +13.6% | -49.9% | -38.6% |
| All | -36.3% | +14.3% | -50.7% | -38.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling