+47.2%
FITB vs RACE
+62.4%
-15.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.1% |
| 7D | +0.8% | -4.0% | +4.8% | +2.2% |
| 30D | +7.3% | +3.5% | +3.8% | +6.1% |
| 3M | -6.3% | -0.4% | -5.9% | -6.4% |
| 6M | +12.6% | +23.2% | -10.6% | +4.0% |
| YTD | +18.0% | +11.0% | +7.0% | +12.2% |
| 1Y | +28.9% | -2.2% | +31.1% | +28.4% |
| 3Y | +139.4% | +22.5% | +116.9% | +101.1% |
| 5Y | +47.2% | +63.2% | -15.9% | -3.5% |
| All | +47.2% | +62.4% | -15.2% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling