-63.3%
FND vs RACE
+64.4%
-127.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -3.1% |
| 7D | -6.8% | -1.2% | -5.6% | -6.0% |
| 30D | +8.0% | +6.1% | +1.8% | +4.2% |
| 3M | -18.9% | -0.3% | -18.6% | -18.8% |
| 6M | +4.7% | +23.4% | -18.7% | -8.8% |
| YTD | -21.6% | +12.5% | -34.1% | -28.0% |
| 1Y | -22.0% | -0.5% | -21.6% | -22.6% |
| 3Y | -40.4% | +23.6% | -64.1% | -55.7% |
| All | -63.3% | +64.4% | -127.7% | -81.0% |
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