+324.2%
FITB vs RACE
+658.9%
-334.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.2% |
| 7D | -1.5% | +5.1% | -6.6% | -3.6% |
| 30D | +5.8% | +7.7% | -1.9% | +2.6% |
| 3M | -6.1% | +2.2% | -8.3% | -7.2% |
| 6M | +5.9% | +23.8% | -17.8% | -4.0% |
| YTD | +16.1% | +13.9% | +2.2% | +7.9% |
| 1Y | +28.8% | +3.8% | +25.1% | +24.4% |
| 3Y | +126.0% | +28.0% | +98.0% | +87.5% |
| 5Y | +45.3% | +64.9% | -19.6% | +4.1% |
| 10Y | +255.4% | +780.4% | -525.0% | +27.9% |
| All | +324.2% | +658.9% | -334.7% | +45.1% |
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