+34.5%
ADP vs FLNC
-70.4%
+104.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.9% |
| 7D | -2.8% | -4.1% | +1.3% | -2.7% |
| 30D | +0.2% | -24.8% | +25.0% | +1.1% |
| 3M | +20.5% | -59.1% | +79.6% | +23.9% |
| 6M | +28.8% | -42.0% | +70.7% | +29.1% |
| YTD | +6.6% | -49.8% | +56.4% | +6.8% |
| 1Y | -6.9% | +43.1% | -50.0% | -13.3% |
| 3Y | +16.1% | -61.0% | +77.1% | +11.2% |
| All | +34.5% | -70.4% | +104.9% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 10y: compounded portfolio wealth divided by compounded FLNC 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…
10y analysis · Full analysis span regression · 6 months rolling