-41.4%
FIS vs RACE
+26.8%
-68.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -27.4% | +0.2% | -27.6% | -27.5% |
| 30D | -16.8% | +6.6% | -23.5% | -17.9% |
| 3M | -32.6% | +2.2% | -34.8% | -33.0% |
| 6M | -33.4% | +22.4% | -55.8% | -35.6% |
| YTD | -56.0% | +13.8% | -69.8% | -57.2% |
| 1Y | -55.1% | +2.2% | -57.3% | -55.6% |
| 3Y | -41.4% | +25.6% | -67.0% | -44.8% |
| All | -41.4% | +26.8% | -68.2% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling