-25.6%
FLUT vs RACE
+740.2%
-765.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | +3.4% | +6.6% | -3.2% | +1.6% |
| 3M | -12.5% | +2.2% | -14.7% | -13.0% |
| 6M | -18.5% | +22.4% | -40.8% | -22.6% |
| YTD | -61.6% | +13.8% | -75.4% | -63.1% |
| 1Y | -64.1% | +2.2% | -66.3% | -64.6% |
| 3Y | -44.5% | +25.6% | -70.1% | -48.8% |
| 5Y | -51.3% | +71.0% | -122.3% | -59.0% |
| 10Y | -25.6% | +739.1% | -764.7% | -36.5% |
| All | -25.6% | +740.2% | -765.8% | -36.5% |
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