-49.3%
FIS vs RACE
+658.9%
-708.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -1.8% |
| 7D | -25.5% | +5.1% | -30.6% | -27.1% |
| 30D | -15.1% | +7.7% | -22.7% | -17.6% |
| 3M | -32.1% | +2.2% | -34.3% | -33.0% |
| 6M | -36.1% | +23.8% | -59.8% | -41.1% |
| YTD | -55.4% | +13.9% | -69.3% | -58.1% |
| 1Y | -53.9% | +3.8% | -57.7% | -55.3% |
| 3Y | -39.8% | +28.0% | -67.8% | -48.6% |
| 5Y | -71.1% | +64.9% | -136.0% | -78.2% |
| 10Y | -53.8% | +780.4% | -834.2% | -78.8% |
| All | -49.3% | +658.9% | -708.2% | -77.0% |
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