+17.5%
FLUT vs RACE
+647.6%
-630.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.7% |
| 7D | -1.6% | -2.5% | +0.9% | -1.0% |
| 30D | +7.7% | +0.8% | +7.0% | +7.7% |
| 3M | -0.7% | +17.2% | -17.9% | -4.4% |
| 6M | -11.2% | +13.6% | -24.7% | -14.0% |
| YTD | -53.4% | +12.2% | -65.7% | -54.9% |
| 1Y | -65.8% | -16.3% | -49.5% | -64.8% |
| 3Y | -44.9% | +36.4% | -81.4% | -49.7% |
| 5Y | -49.7% | +95.0% | -144.7% | -57.4% |
| 10Y | -9.7% | +813.2% | -823.0% | -35.7% |
| All | +17.5% | +647.6% | -630.1% | -12.5% |
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 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