+162.2%
B vs FLNC
-71.1%
+233.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.2% | +1.7% | -2.2% |
| 7D | -5.0% | -5.0% | 0.0% | -4.7% |
| 30D | +8.7% | -26.1% | +34.8% | +11.4% |
| 3M | +17.3% | -55.2% | +72.5% | +24.7% |
| 6M | -5.0% | -42.6% | +37.5% | -2.7% |
| YTD | +1.4% | -51.0% | +52.5% | +4.5% |
| 1Y | +50.5% | +43.3% | +7.2% | +42.9% |
| 3Y | +194.4% | -63.4% | +257.8% | +191.1% |
| All | +162.2% | -71.1% | +233.3% | +141.8% |
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