+92.1%
AR vs FLNC
-69.8%
+161.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.3% | +8.4% | +0.7% |
| 7D | -1.2% | -4.2% | +3.0% | -0.9% |
| 30D | +5.5% | -20.0% | +25.5% | +7.1% |
| 3M | +12.9% | -56.9% | +69.7% | +19.0% |
| 6M | +0.1% | -35.5% | +35.6% | -0.2% |
| YTD | +13.5% | -48.8% | +62.4% | +13.9% |
| 1Y | +21.6% | +49.3% | -27.7% | +6.4% |
| 3Y | +46.0% | -61.8% | +107.8% | +36.0% |
| All | +92.1% | -69.8% | +161.9% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling