-32.8%
FPS vs RACE
+25.3%
-58.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.5% | +8.5% | +7.2% |
| 7D | -24.5% | +5.1% | -29.6% | -25.1% |
| 30D | -52.1% | +7.7% | -59.8% | -52.7% |
| 3M | -48.4% | +2.2% | -50.5% | -48.5% |
| 6M | -54.4% | +23.8% | -78.1% | -55.3% |
| All | -32.8% | +25.3% | -58.2% | -33.8% |
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 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