+143.3%
FN vs RACE
+65.1%
+78.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.3% | -11.9% | -13.5% |
| 7D | -16.0% | +5.7% | -21.6% | -17.4% |
| 30D | -40.1% | +9.3% | -49.4% | -41.9% |
| 3M | -43.9% | +3.8% | -47.7% | -44.6% |
| 6M | -55.6% | +29.8% | -85.4% | -60.0% |
| YTD | -35.7% | +15.6% | -51.3% | -40.0% |
| 1Y | -39.8% | +5.1% | -44.9% | -41.7% |
| 3Y | +80.3% | +30.8% | +49.5% | +47.3% |
| 5Y | +143.3% | +67.4% | +75.9% | +60.7% |
| All | +143.3% | +65.1% | +78.2% | +60.7% |
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