+14.5%
FISV vs RACE
+647.6%
-633.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.2% |
| 7D | -0.3% | -2.5% | +2.2% | +0.5% |
| 30D | -2.1% | +0.8% | -2.8% | -2.4% |
| 3M | -5.7% | +17.2% | -22.9% | -11.2% |
| 6M | -15.3% | +13.6% | -28.9% | -19.6% |
| YTD | -21.1% | +12.2% | -33.3% | -25.0% |
| 1Y | -61.1% | -16.3% | -44.8% | -59.2% |
| 3Y | -56.8% | +36.4% | -93.3% | -63.5% |
| 5Y | -54.2% | +95.0% | -149.1% | -66.9% |
| 10Y | +1.6% | +813.2% | -811.7% | -50.7% |
| All | +14.5% | +647.6% | -633.1% | -45.7% |
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