-53.9%
FIS vs RACE
+3.3%
-57.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -2.1% |
| 7D | -25.5% | +5.1% | -30.6% | -26.4% |
| 30D | -15.1% | +7.7% | -22.7% | -16.6% |
| 3M | -32.1% | +2.2% | -34.3% | -32.6% |
| 6M | -36.1% | +23.8% | -59.8% | -38.7% |
| YTD | -55.4% | +13.9% | -69.3% | -56.8% |
| 1Y | -53.9% | +3.8% | -57.7% | -54.2% |
| All | -53.9% | +3.3% | -57.1% | -54.2% |
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