+107.3%
FLR vs RACE
+64.4%
+42.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.5% |
| 7D | +5.4% | -1.2% | +6.6% | +5.8% |
| 30D | +2.8% | +6.1% | -3.3% | +1.0% |
| 3M | -6.4% | -0.3% | -6.1% | -6.5% |
| 6M | +8.8% | +23.4% | -14.7% | +1.6% |
| YTD | +23.6% | +12.5% | +11.1% | +18.1% |
| 1Y | +13.8% | -0.5% | +14.3% | +12.9% |
| 3Y | +36.5% | +23.6% | +12.9% | +22.3% |
| All | +107.3% | +64.4% | +42.9% | +76.4% |
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