-26.1%
FLUT vs RACE
+738.3%
-764.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -6.5% | +3.9% | -10.4% | -7.5% |
| 30D | +2.8% | +7.4% | -4.7% | +0.8% |
| 3M | -13.5% | +1.6% | -15.1% | -13.8% |
| 6M | -19.0% | +23.3% | -42.3% | -23.2% |
| YTD | -61.9% | +14.7% | -76.5% | -63.4% |
| 1Y | -63.2% | +2.5% | -65.8% | -63.7% |
| 3Y | -46.0% | +28.0% | -74.0% | -50.4% |
| 5Y | -51.8% | +69.8% | -121.6% | -59.5% |
| 10Y | -26.1% | +734.9% | -760.9% | -37.0% |
| All | -26.1% | +738.3% | -764.3% | -37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling