-74.6%
FRSH vs RACE
+101.6%
-176.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -8.9% | -3.9% | -5.0% | -6.8% |
| 30D | -13.2% | +6.8% | -20.0% | -16.6% |
| 3M | +0.9% | +1.3% | -0.4% | -0.3% |
| 6M | +40.3% | +26.3% | +14.0% | +20.7% |
| YTD | -1.4% | +13.8% | -15.2% | -11.7% |
| 1Y | +3.8% | -0.5% | +4.2% | +1.5% |
| 3Y | -30.8% | +25.6% | -56.4% | -53.7% |
| 5Y | -68.5% | +67.6% | -136.2% | -86.5% |
| All | -74.6% | +101.6% | -176.2% | -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 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