-74.6%
FRSH vs RACE
+96.8%
-171.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -4.0% | -4.4% |
| 7D | -10.1% | -1.0% | -9.1% | -9.5% |
| 30D | +2.2% | -1.5% | +3.7% | +3.1% |
| 3M | +28.6% | +15.5% | +13.1% | +17.6% |
| 6M | +40.2% | +17.3% | +22.9% | +25.5% |
| YTD | -1.2% | +11.1% | -12.3% | -10.0% |
| 1Y | -7.9% | -14.3% | +6.4% | -1.9% |
| 3Y | -44.7% | +40.2% | -84.9% | -67.9% |
| All | -74.6% | +96.8% | -171.4% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling