-48.2%
FLEX vs RACE
+23.5%
-71.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.0% | +4.6% |
| 7D | -19.3% | +5.1% | -24.4% | -19.2% |
| 30D | -41.5% | +7.7% | -49.2% | -41.4% |
| 3M | -43.1% | +2.2% | -45.3% | -42.9% |
| 6M | -48.2% | +23.8% | -72.0% | -46.3% |
| All | -48.2% | +23.5% | -71.7% | -46.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling