-70.4%
FLNC vs RACE
+80.5%
-150.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.9% |
| 7D | -4.9% | -2.5% | -2.4% | -3.1% |
| 30D | -27.3% | +0.8% | -28.0% | -27.8% |
| 3M | -61.9% | +17.2% | -79.0% | -66.2% |
| 6M | -34.5% | +13.6% | -48.1% | -40.9% |
| YTD | -47.7% | +12.2% | -59.9% | -53.0% |
| 1Y | +53.3% | -16.3% | +69.6% | +69.3% |
| 3Y | -62.4% | +36.4% | -98.9% | -79.5% |
| All | -70.4% | +80.5% | -150.9% | -88.2% |
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