+960.2%
FICO vs RACE
+647.6%
+312.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.9% | -14.8% | -15.7% |
| 7D | -19.2% | -2.5% | -16.7% | -18.0% |
| 30D | -14.6% | +0.8% | -15.4% | -14.7% |
| 3M | -20.1% | +17.2% | -37.2% | -26.4% |
| 6M | -36.3% | +13.6% | -49.9% | -40.8% |
| YTD | -44.9% | +12.2% | -57.1% | -48.7% |
| 1Y | -38.6% | -16.3% | -22.4% | -34.5% |
| 3Y | +4.0% | +36.4% | -32.5% | -17.0% |
| 5Y | +99.5% | +95.0% | +4.6% | +29.2% |
| 10Y | +604.7% | +813.2% | -208.6% | +178.3% |
| All | +960.2% | +647.6% | +312.6% | +297.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling