-64.3%
FLUT vs RACE
+3.0%
-67.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | -6.5% | +3.9% | -10.4% | -8.2% |
| 30D | +2.8% | +7.4% | -4.7% | -0.6% |
| 3M | -13.5% | +1.6% | -15.1% | -14.1% |
| 6M | -19.0% | +23.3% | -42.3% | -25.7% |
| YTD | -61.9% | +14.7% | -76.5% | -64.2% |
| All | -64.3% | +3.0% | -67.3% | -64.8% |
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