-79.1%
FIG vs RACE
-9.1%
-70.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -3.9% |
| 7D | -16.3% | -2.5% | -13.8% | -15.8% |
| 30D | -14.3% | +0.8% | -15.1% | -14.6% |
| 3M | +7.2% | +17.2% | -10.0% | +3.2% |
| 6M | -18.6% | +13.6% | -32.2% | -21.5% |
| YTD | -35.5% | +12.2% | -47.7% | -38.7% |
| 1Y | -55.8% | -16.3% | -39.5% | -62.5% |
| All | -79.1% | -9.1% | -70.0% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling