-71.1%
FLNC vs RACE
+77.2%
-148.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.9% | -7.4% | -7.7% |
| 7D | -4.2% | -2.6% | -1.5% | -2.3% |
| 30D | -20.0% | -1.1% | -18.9% | -19.5% |
| 3M | -56.9% | +12.5% | -69.4% | -60.7% |
| 6M | -35.5% | +17.4% | -53.0% | -43.3% |
| YTD | -48.8% | +10.1% | -59.0% | -53.4% |
| 1Y | +49.3% | -15.1% | +64.4% | +62.6% |
| 3Y | -61.8% | +38.9% | -100.7% | -79.9% |
| All | -71.1% | +77.2% | -148.2% | -88.3% |
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