-59.6%
FLUT vs RACE
-1.0%
-58.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.6% |
| 7D | -0.7% | -1.2% | +0.5% | -0.2% |
| 30D | +9.3% | +6.1% | +3.1% | +6.2% |
| 3M | -17.5% | -0.3% | -17.2% | -17.4% |
| 6M | -14.6% | +23.4% | -38.0% | -21.6% |
| YTD | -62.3% | +12.5% | -74.8% | -64.1% |
| 1Y | -59.6% | -0.5% | -59.2% | -59.3% |
| All | -59.6% | -1.0% | -58.7% | -59.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling