-23.6%
FPS vs RACE
+22.1%
-45.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.5% | -7.4% | -9.3% |
| 7D | +21.6% | -4.0% | +25.6% | +22.6% |
| 30D | -38.8% | +3.5% | -42.3% | -39.0% |
| 3M | -42.1% | -0.4% | -41.7% | -41.9% |
| 6M | -48.5% | +23.2% | -71.7% | -49.2% |
| All | -23.6% | +22.1% | -45.7% | -24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling