+697.2%
FICO vs RACE
+688.6%
+8.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.3% | -7.5% | -5.3% |
| 7D | +0.4% | +9.9% | -9.5% | -4.2% |
| 30D | +1.7% | +12.8% | -11.1% | -4.2% |
| 3M | -33.0% | +7.4% | -40.4% | -35.4% |
| 6M | -33.9% | +27.6% | -61.5% | -42.0% |
| YTD | -58.5% | +18.4% | -76.9% | -62.6% |
| 1Y | -56.4% | +9.5% | -65.9% | -59.1% |
| 3Y | -24.7% | +33.9% | -58.6% | -39.3% |
| 5Y | +83.1% | +74.9% | +8.3% | +25.2% |
| 10Y | +517.2% | +814.9% | -297.7% | +138.9% |
| All | +697.2% | +688.6% | +8.6% | +189.9% |
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 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