+671.3%
FLEX vs RACE
+670.3%
+1.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.3% | -11.3% | -12.5% |
| 7D | -28.3% | +5.7% | -34.0% | -30.3% |
| 30D | -45.0% | +9.3% | -54.3% | -47.4% |
| 3M | -45.2% | +3.8% | -49.1% | -46.4% |
| 6M | -30.8% | +29.8% | -60.6% | -39.9% |
| YTD | +10.4% | +15.6% | -5.2% | 0.0% |
| 1Y | +2.3% | +5.1% | -2.8% | -3.1% |
| 3Y | +238.9% | +30.8% | +208.1% | +171.4% |
| 5Y | +386.0% | +67.4% | +318.6% | +231.1% |
| 10Y | +551.1% | +793.6% | -242.5% | +134.6% |
| All | +671.3% | +670.3% | +1.0% | +165.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling