+1,092.2%
FIX vs RACE
+68.9%
+1,023.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | +6.4% | -3.9% | +10.3% | +8.1% |
| 30D | -29.1% | +6.8% | -35.9% | -31.0% |
| 3M | -31.1% | +1.3% | -32.5% | -31.8% |
| 6M | -42.8% | +26.3% | -69.1% | -48.7% |
| YTD | +24.6% | +13.8% | +10.8% | +15.9% |
| 1Y | +21.9% | -0.5% | +22.4% | +20.3% |
| 3Y | +524.9% | +25.6% | +499.3% | +425.3% |
| 5Y | +1,092.2% | +67.6% | +1,024.6% | +758.9% |
| All | +1,092.2% | +68.9% | +1,023.3% | +758.9% |
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