-75.0%
FRSH vs RACE
+98.2%
-173.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.4% |
| 7D | -11.2% | -2.2% | -8.9% | -10.0% |
| 30D | -0.8% | -0.4% | -0.4% | -0.6% |
| 3M | +26.4% | +17.9% | +8.5% | +14.3% |
| 6M | +48.4% | +19.3% | +29.1% | +31.4% |
| YTD | -3.1% | +11.9% | -15.0% | -12.1% |
| 1Y | -8.7% | -12.7% | +4.0% | -4.0% |
| 3Y | -45.8% | +41.1% | -86.9% | -68.7% |
| All | -75.0% | +98.2% | -173.2% | -90.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling