-83.7%
FIG vs RACE
-7.7%
-76.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.4% |
| 7D | -13.1% | +5.1% | -18.2% | -14.0% |
| 30D | -13.0% | +7.7% | -20.7% | -14.4% |
| 3M | -21.5% | +2.2% | -23.7% | -21.9% |
| 6M | -2.5% | +23.8% | -26.2% | -6.9% |
| YTD | -49.7% | +13.9% | -63.6% | -52.3% |
| 1Y | -59.1% | +3.8% | -62.9% | -61.4% |
| All | -83.7% | -7.7% | -76.0% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling