-83.9%
FIG vs RACE
-7.8%
-76.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | -11.4% | +0.2% | -11.6% | -11.2% |
| 30D | -17.2% | +6.6% | -23.8% | -18.3% |
| 3M | -26.6% | +2.2% | -28.8% | -27.0% |
| 6M | -9.8% | +22.4% | -32.2% | -13.7% |
| YTD | -50.1% | +13.8% | -63.9% | -52.8% |
| 1Y | -58.1% | +2.2% | -60.3% | -60.4% |
| All | -83.9% | -7.8% | -76.0% | -81.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling