-7.9%
FRSH vs RACE
-12.0%
+4.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -6.6% | +0.9% | -7.5% | -6.7% |
| 30D | +2.1% | +1.6% | +0.5% | +2.0% |
| 3M | +29.0% | +13.2% | +15.8% | +28.1% |
| 6M | +48.6% | +22.9% | +25.7% | +48.1% |
| YTD | -2.9% | +13.3% | -16.2% | -3.9% |
| 1Y | -7.9% | -12.7% | +4.8% | -10.4% |
| All | -7.9% | -12.0% | +4.1% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling