+424.8%
FLEX vs RACE
+64.4%
+360.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.6% |
| 7D | +7.5% | -1.2% | +8.7% | +8.0% |
| 30D | -25.3% | +6.1% | -31.4% | -27.2% |
| 3M | -39.7% | -0.3% | -39.4% | -39.8% |
| 6M | -47.9% | +23.4% | -71.3% | -52.9% |
| YTD | +24.1% | +12.5% | +11.6% | +15.4% |
| 1Y | +26.0% | -0.5% | +26.4% | +23.8% |
| 3Y | +282.7% | +23.6% | +259.1% | +214.5% |
| All | +424.8% | +64.4% | +360.4% | +229.1% |
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 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