-86.6%
FLNC vs RACE
+81.0%
-167.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -2.2% |
| 7D | -11.2% | -1.2% | -10.0% | -10.3% |
| 30D | -24.6% | +6.1% | -30.8% | -27.5% |
| 3M | -64.6% | -0.3% | -64.3% | -64.4% |
| 6M | -78.8% | +23.4% | -102.3% | -81.7% |
| YTD | -76.3% | +12.5% | -88.9% | -78.7% |
| 1Y | -71.2% | -0.5% | -70.7% | -71.4% |
| 3Y | -71.9% | +23.6% | -95.5% | -82.3% |
| 5Y | -87.5% | +65.4% | -153.0% | -94.8% |
| All | -86.6% | +81.0% | -167.7% | -94.7% |
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