-51.1%
FIS vs RACE
+10.6%
-61.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +4.3% | -27.9% | -24.2% |
| 7D | -18.4% | +9.9% | -28.3% | -20.0% |
| 30D | -11.4% | +12.8% | -24.2% | -13.6% |
| 3M | -32.0% | +7.4% | -39.3% | -33.0% |
| 6M | -35.6% | +27.6% | -63.2% | -38.5% |
| YTD | -53.8% | +18.4% | -72.2% | -55.5% |
| 1Y | -51.1% | +9.5% | -60.6% | -51.6% |
| All | -51.1% | +10.6% | -61.6% | -51.6% |
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 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