+1,850.2%
FN vs RACE
+647.6%
+1,202.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.9% |
| 7D | -1.7% | -2.5% | +0.8% | -0.7% |
| 30D | -22.0% | +0.8% | -22.8% | -22.3% |
| 3M | -43.0% | +17.2% | -60.2% | -47.0% |
| 6M | -27.7% | +13.6% | -41.3% | -32.1% |
| YTD | -10.5% | +12.2% | -22.7% | -16.6% |
| 1Y | +12.5% | -16.3% | +28.7% | +17.6% |
| 3Y | +153.8% | +36.4% | +117.4% | +107.0% |
| 5Y | +288.0% | +95.0% | +193.0% | +164.6% |
| 10Y | +906.4% | +813.2% | +93.2% | +327.9% |
| All | +1,850.2% | +647.6% | +1,202.6% | +693.8% |
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