+743.6%
FN vs RACE
+740.1%
+3.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.5% | +13.1% | +12.3% |
| 7D | 0.0% | +5.1% | -5.1% | -2.1% |
| 30D | -34.3% | +7.7% | -42.0% | -36.4% |
| 3M | -39.9% | +2.2% | -42.0% | -40.5% |
| 6M | -51.8% | +23.8% | -75.6% | -56.7% |
| YTD | -28.1% | +13.9% | -42.0% | -33.9% |
| 1Y | -29.1% | +3.8% | -32.9% | -32.0% |
| 3Y | +102.4% | +28.0% | +74.4% | +66.1% |
| 5Y | +171.7% | +64.9% | +106.7% | +90.0% |
| All | +743.6% | +740.1% | +3.5% | +200.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling