-53.4%
FIG vs RACE
-2.3%
-51.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.8% |
| 7D | +2.6% | -4.0% | +6.6% | +4.4% |
| 30D | -13.1% | +3.5% | -16.6% | -13.8% |
| 3M | -20.3% | -0.4% | -19.9% | -20.1% |
| 6M | -2.1% | +23.2% | -25.3% | -9.6% |
| YTD | -49.4% | +11.0% | -60.4% | -52.1% |
| All | -53.4% | -2.3% | -51.0% | -54.2% |
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