-78.8%
FLNC vs RACE
+26.6%
-105.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -2.9% |
| 7D | -11.2% | -1.2% | -10.0% | -9.7% |
| 30D | -24.6% | +6.1% | -30.8% | -28.7% |
| 3M | -64.6% | -0.3% | -64.3% | -64.3% |
| 6M | -78.8% | +23.4% | -102.3% | -85.1% |
| All | -78.8% | +26.6% | -105.4% | -85.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling