+160.3%
FN vs RACE
+36.9%
+123.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.5% |
| 7D | -1.7% | -2.5% | +0.8% | -1.2% |
| 30D | -22.0% | +0.8% | -22.8% | -22.1% |
| 3M | -43.0% | +17.2% | -60.2% | -45.2% |
| 6M | -27.7% | +13.6% | -41.3% | -30.1% |
| YTD | -10.5% | +12.2% | -22.7% | -13.7% |
| 1Y | +12.5% | -16.3% | +28.7% | +18.6% |
| All | +160.3% | +36.9% | +123.4% | +113.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling