+38.0%
FLR vs RACE
+23.0%
+15.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.5% |
| 7D | +10.1% | -4.0% | +14.1% | +11.3% |
| 30D | -0.5% | +3.5% | -4.0% | -1.4% |
| 3M | -4.8% | -0.4% | -4.4% | -4.8% |
| 6M | +10.7% | +23.2% | -12.4% | +4.2% |
| YTD | +25.0% | +11.0% | +14.0% | +20.4% |
| 1Y | +8.3% | -2.2% | +10.5% | +8.2% |
| All | +38.0% | +23.0% | +15.0% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling