-71.6%
FLNC vs RACE
+82.2%
-153.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +1.5% |
| 7D | -4.1% | +0.9% | -5.0% | -4.8% |
| 30D | -24.8% | +1.6% | -26.4% | -25.8% |
| 3M | -59.1% | +13.2% | -72.3% | -63.0% |
| 6M | -42.0% | +22.9% | -64.8% | -50.6% |
| YTD | -49.8% | +13.3% | -63.1% | -55.2% |
| 1Y | +43.1% | -12.7% | +55.8% | +52.5% |
| 3Y | -61.0% | +40.3% | -101.2% | -79.3% |
| All | -71.6% | +82.2% | -153.8% | -88.8% |
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