-51.7%
FIG vs RACE
+10.6%
-62.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.3% | +1.0% | +3.7% |
| 7D | -4.7% | +9.9% | -14.6% | -7.9% |
| 30D | +0.5% | +12.8% | -12.2% | -3.7% |
| 3M | -18.4% | +7.4% | -25.8% | -20.7% |
| 6M | +10.9% | +27.6% | -16.7% | +1.3% |
| YTD | -40.8% | +18.4% | -59.1% | -46.0% |
| 1Y | -51.7% | +9.5% | -61.2% | -55.1% |
| All | -51.7% | +10.6% | -62.2% | -55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling