-42.7%
FND vs RACE
-14.3%
-28.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.8% |
| 7D | -5.2% | -2.5% | -2.7% | -3.9% |
| 30D | -19.9% | +0.8% | -20.6% | -20.3% |
| 3M | +2.7% | +17.2% | -14.4% | -5.8% |
| 6M | -21.7% | +13.6% | -35.3% | -28.1% |
| YTD | -17.5% | +12.2% | -29.7% | -24.6% |
| All | -42.7% | -14.3% | -28.4% | -45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling