+241.2%
FLEX vs RACE
+30.0%
+211.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.3% | -11.3% | -13.0% |
| 7D | -28.3% | +5.7% | -34.0% | -29.4% |
| 30D | -45.0% | +9.3% | -54.3% | -46.3% |
| 3M | -45.2% | +3.8% | -49.1% | -45.9% |
| 6M | -30.8% | +29.8% | -60.6% | -36.2% |
| YTD | +10.4% | +15.6% | -5.2% | +4.4% |
| 1Y | +2.3% | +5.1% | -2.8% | -0.3% |
| All | +241.2% | +30.0% | +211.2% | +189.8% |
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