-84.0%
FIG vs RACE
-6.4%
-77.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.3% | -14.4% | -16.0% |
| 7D | -17.4% | +5.7% | -23.0% | -18.4% |
| 30D | -15.9% | +9.3% | -25.2% | -17.6% |
| 3M | -34.5% | +3.8% | -38.3% | -35.1% |
| 6M | -5.0% | +29.8% | -34.8% | -10.3% |
| YTD | -50.7% | +15.6% | -66.3% | -53.4% |
| 1Y | -58.1% | +5.1% | -63.2% | -60.6% |
| All | -84.0% | -6.4% | -77.7% | -82.1% |
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