+14.4%
FIX vs RACE
+10.6%
+3.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +4.3% | -19.3% | -15.5% |
| 7D | -18.9% | +9.9% | -28.8% | -19.9% |
| 30D | -36.3% | +12.8% | -49.1% | -37.3% |
| 3M | -38.5% | +7.4% | -45.9% | -39.1% |
| 6M | -42.3% | +27.6% | -69.9% | -44.7% |
| YTD | +17.1% | +18.4% | -1.3% | +14.6% |
| 1Y | +14.4% | +9.5% | +4.9% | +12.9% |
| All | +14.4% | +10.6% | +3.8% | +12.9% |
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