+777.0%
FIX vs RACE
+36.9%
+740.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.5% |
| 7D | +6.0% | -2.5% | +8.6% | +6.9% |
| 30D | -7.2% | +0.8% | -8.0% | -7.6% |
| 3M | -15.9% | +17.2% | -33.0% | -20.7% |
| 6M | +12.7% | +13.6% | -0.8% | +7.1% |
| YTD | +72.8% | +12.2% | +60.6% | +64.2% |
| 1Y | +122.9% | -16.3% | +139.2% | +136.5% |
| All | +777.0% | +36.9% | +740.1% | +610.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling