-48.1%
FIS vs RACE
+670.3%
-718.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.5% |
| 7D | -21.2% | +5.7% | -26.8% | -23.0% |
| 30D | -12.1% | +9.3% | -21.3% | -15.1% |
| 3M | -30.6% | +3.8% | -34.4% | -31.9% |
| 6M | -35.5% | +29.8% | -65.3% | -41.5% |
| YTD | -54.4% | +15.6% | -70.0% | -57.3% |
| 1Y | -52.9% | +5.1% | -57.9% | -54.5% |
| 3Y | -38.7% | +30.8% | -69.4% | -48.0% |
| 5Y | -70.4% | +67.4% | -137.8% | -77.8% |
| 10Y | -52.8% | +793.6% | -846.4% | -78.4% |
| All | -48.1% | +670.3% | -718.4% | -76.6% |
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 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