-53.7%
FIS vs RACE
-1.0%
-52.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +4.0% |
| 7D | +2.8% | -1.2% | +4.0% | +3.0% |
| 30D | -16.7% | +6.1% | -22.9% | -18.0% |
| 3M | -32.3% | -0.3% | -32.0% | -32.5% |
| 6M | -29.1% | +23.4% | -52.5% | -31.9% |
| YTD | -54.1% | +12.5% | -66.7% | -55.5% |
| 1Y | -53.7% | -0.5% | -53.3% | -54.2% |
| All | -53.7% | -1.0% | -52.7% | -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