+6.5%
FIX vs RACE
+3.3%
+3.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +5.6% |
| 7D | -17.5% | +5.1% | -22.5% | -18.0% |
| 30D | -41.6% | +7.7% | -49.3% | -42.1% |
| 3M | -40.6% | +2.2% | -42.8% | -40.8% |
| 6M | -49.4% | +23.8% | -73.1% | -51.3% |
| YTD | +9.2% | +13.9% | -4.7% | +7.3% |
| 1Y | +6.5% | +3.8% | +2.7% | +4.5% |
| All | +6.5% | +3.3% | +3.2% | +4.5% |
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