+336.8%
AVGO vs FLNC
-62.9%
+399.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | 0.0% |
| 7D | +1.1% | -4.1% | +5.2% | +1.6% |
| 30D | -13.0% | -24.8% | +11.8% | -9.8% |
| 3M | -6.0% | -59.1% | +53.1% | +4.7% |
| 6M | +6.4% | -42.0% | +48.3% | +9.6% |
| YTD | +5.0% | -49.8% | +54.8% | +7.8% |
| 1Y | +1.4% | +43.1% | -41.7% | -13.2% |
| 3Y | +336.8% | -61.0% | +397.8% | +298.5% |
| All | +336.8% | -62.9% | +399.7% | +298.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling