+304.4%
FLEX vs RACE
+26.8%
+277.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.7% | +11.4% | +11.8% |
| 7D | -7.2% | +3.9% | -11.1% | -8.2% |
| 30D | -34.8% | +7.4% | -42.2% | -36.0% |
| 3M | -35.6% | +1.6% | -37.2% | -35.9% |
| 6M | -45.0% | +23.3% | -68.3% | -48.6% |
| YTD | +29.4% | +14.7% | +14.7% | +22.6% |
| 1Y | +24.8% | +2.5% | +22.3% | +22.6% |
| 3Y | +304.4% | +28.0% | +276.4% | +246.1% |
| All | +304.4% | +26.8% | +277.6% | +246.1% |
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