+126.2%
ALL vs FLNC
-70.4%
+196.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.8% |
| 7D | -2.3% | -4.1% | +1.8% | -2.3% |
| 30D | -0.4% | -24.8% | +24.4% | -0.6% |
| 3M | +16.0% | -59.1% | +75.1% | +15.6% |
| 6M | +24.6% | -42.0% | +66.5% | +24.0% |
| YTD | +23.7% | -49.8% | +73.5% | +22.8% |
| 1Y | +27.7% | +43.1% | -15.4% | +24.3% |
| 3Y | +150.2% | -61.0% | +211.2% | +146.2% |
| All | +126.2% | -70.4% | +196.6% | +124.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling