+23.9%
FITB vs RACE
-15.2%
+39.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +2.8% | -1.0% | +3.9% | +3.0% |
| 30D | -4.5% | -1.5% | -3.0% | -4.4% |
| 3M | +5.7% | +15.5% | -9.8% | +3.6% |
| 6M | +17.1% | +17.3% | -0.2% | +13.9% |
| YTD | +18.3% | +11.1% | +7.2% | +15.1% |
| 1Y | +23.9% | -14.3% | +38.2% | +20.4% |
| All | +23.9% | -15.2% | +39.1% | +20.4% |
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