+24.2%
FIX vs RACE
-1.0%
+25.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.6% |
| 7D | +9.4% | -1.2% | +10.6% | +9.6% |
| 30D | -27.8% | +6.1% | -33.9% | -28.4% |
| 3M | -35.6% | -0.3% | -35.3% | -35.5% |
| 6M | -45.2% | +23.4% | -68.7% | -47.4% |
| YTD | +19.5% | +12.5% | +6.9% | +18.4% |
| 1Y | +24.2% | -0.5% | +24.7% | +23.6% |
| All | +24.2% | -1.0% | +25.2% | +23.6% |
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 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