+1,165.9%
FLEX vs RACE
+647.6%
+518.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.4% |
| 7D | -0.9% | -2.5% | +1.6% | +0.3% |
| 30D | -10.1% | +0.8% | -10.9% | -10.7% |
| 3M | -31.3% | +17.2% | -48.5% | -37.1% |
| 6M | +71.3% | +13.6% | +57.7% | +58.5% |
| YTD | +81.2% | +12.2% | +69.0% | +66.7% |
| 1Y | +98.5% | -16.3% | +114.8% | +108.9% |
| 3Y | +428.2% | +36.4% | +391.8% | +311.7% |
| 5Y | +657.3% | +95.0% | +562.3% | +374.4% |
| 10Y | +995.9% | +813.2% | +182.7% | +295.2% |
| All | +1,165.9% | +647.6% | +518.2% | +343.3% |
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 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