-62.0%
FND vs RACE
+65.0%
-127.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.5% |
| 7D | +7.7% | +5.1% | +2.6% | +4.4% |
| 30D | +11.9% | +7.7% | +4.2% | +6.8% |
| 3M | -14.6% | +2.2% | -16.7% | -15.8% |
| 6M | +0.5% | +23.8% | -23.3% | -12.6% |
| YTD | -15.8% | +13.9% | -29.7% | -23.4% |
| 1Y | -12.9% | +3.8% | -16.7% | -16.0% |
| 3Y | -34.2% | +28.0% | -62.2% | -52.5% |
| All | -62.0% | +65.0% | -127.1% | -80.3% |
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