-4.1%
FLUT vs RACE
+658.9%
-663.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | -1.1% | +5.1% | -6.2% | -2.3% |
| 30D | +7.7% | +7.7% | 0.0% | +5.7% |
| 3M | -12.2% | +2.2% | -14.3% | -12.6% |
| 6M | -17.6% | +23.8% | -41.3% | -21.7% |
| YTD | -62.0% | +13.9% | -75.9% | -63.3% |
| 1Y | -62.3% | +3.8% | -66.0% | -62.8% |
| 3Y | -52.0% | +28.0% | -80.0% | -55.6% |
| 5Y | -51.8% | +64.9% | -116.7% | -58.6% |
| 10Y | -26.3% | +780.4% | -806.7% | -47.3% |
| All | -4.1% | +658.9% | -663.0% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling