+88.8%
AR vs FLNC
-70.4%
+159.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -2.1% |
| 7D | -2.5% | -4.1% | +1.6% | -2.3% |
| 30D | +2.5% | -24.8% | +27.3% | +4.5% |
| 3M | +12.3% | -59.1% | +71.4% | +19.0% |
| 6M | -3.1% | -42.0% | +38.8% | -2.4% |
| YTD | +11.5% | -49.8% | +61.3% | +12.0% |
| 1Y | +17.0% | +43.1% | -26.1% | +2.8% |
| 3Y | +47.3% | -61.0% | +108.2% | +36.7% |
| All | +88.8% | -70.4% | +159.1% | +64.9% |
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