-56.3%
FIG vs RACE
+3.0%
-59.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.5% | +2.9% |
| 7D | -12.6% | +3.9% | -16.5% | -13.7% |
| 30D | -13.8% | +7.4% | -21.2% | -15.9% |
| 3M | -16.7% | +1.6% | -18.3% | -17.2% |
| 6M | -6.1% | +23.3% | -29.4% | -13.3% |
| YTD | -48.1% | +14.7% | -62.7% | -51.8% |
| All | -56.3% | +3.0% | -59.3% | -57.2% |
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