-23.7%
FPS vs RACE
+23.8%
-47.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | +13.6% | -1.2% | +14.8% | +13.9% |
| 30D | -32.4% | +6.1% | -38.5% | -33.0% |
| 3M | -41.1% | -0.3% | -40.8% | -40.9% |
| 6M | -51.4% | +23.4% | -74.8% | -52.2% |
| All | -23.7% | +23.8% | -47.6% | -24.6% |
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