+416.7%
FLEX vs RACE
+65.0%
+351.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.0% | +5.1% |
| 7D | -19.3% | +5.1% | -24.4% | -21.0% |
| 30D | -41.5% | +7.7% | -49.2% | -43.3% |
| 3M | -43.1% | +2.2% | -45.3% | -43.8% |
| 6M | -48.2% | +23.8% | -72.0% | -53.3% |
| YTD | +15.5% | +13.9% | +1.6% | +6.9% |
| 1Y | +10.2% | +3.8% | +6.4% | +6.2% |
| 3Y | +256.8% | +28.0% | +228.8% | +187.6% |
| All | +416.7% | +65.0% | +351.7% | +225.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling