-73.2%
FRSH vs RACE
+98.8%
-172.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.9% | -2.8% | -3.6% |
| 7D | -8.2% | -2.5% | -5.6% | -6.8% |
| 30D | +10.5% | +0.8% | +9.7% | +10.0% |
| 3M | +32.7% | +17.2% | +15.6% | +20.3% |
| 6M | +50.3% | +13.6% | +36.7% | +37.2% |
| YTD | +3.9% | +12.2% | -8.3% | -5.9% |
| 1Y | -2.2% | -16.3% | +14.1% | +6.2% |
| 3Y | -42.9% | +36.4% | -79.4% | -65.6% |
| All | -73.2% | +98.8% | -172.0% | -89.7% |
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