-51.0%
FLUT vs RACE
+65.0%
-116.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.9% |
| 7D | -1.1% | +5.1% | -6.2% | -3.3% |
| 30D | +7.7% | +7.7% | 0.0% | +4.2% |
| 3M | -12.2% | +2.2% | -14.3% | -13.0% |
| 6M | -17.6% | +23.8% | -41.3% | -24.9% |
| YTD | -62.0% | +13.9% | -75.9% | -64.4% |
| 1Y | -62.3% | +3.8% | -66.0% | -63.3% |
| 3Y | -52.0% | +28.0% | -80.0% | -61.4% |
| All | -51.0% | +65.0% | -116.0% | -69.4% |
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