+335.2%
FITB vs RACE
+647.6%
-312.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.6% |
| 7D | +0.6% | -2.5% | +3.1% | +1.6% |
| 30D | -4.7% | +0.8% | -5.5% | -5.2% |
| 3M | +6.7% | +17.2% | -10.5% | -0.8% |
| 6M | +12.6% | +13.6% | -1.0% | +5.6% |
| YTD | +19.1% | +12.2% | +6.9% | +11.6% |
| 1Y | +22.6% | -16.3% | +38.9% | +28.8% |
| 3Y | +127.1% | +36.4% | +90.7% | +82.5% |
| 5Y | +71.8% | +95.0% | -23.1% | +13.6% |
| 10Y | +287.2% | +813.2% | -526.1% | +37.6% |
| All | +335.2% | +647.6% | -312.4% | +50.0% |
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