-17.5%
BA vs FLNC
-86.0%
+68.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.1% |
| 7D | -1.1% | -11.2% | +10.1% | 0.0% |
| 30D | -7.1% | -24.6% | +17.5% | -5.0% |
| 3M | -25.5% | -64.6% | +39.1% | -17.9% |
| 6M | -28.7% | -78.8% | +50.1% | -18.8% |
| YTD | -21.0% | -76.3% | +55.3% | -14.0% |
| 1Y | -11.9% | -71.2% | +59.3% | -7.0% |
| 3Y | -16.2% | -71.9% | +55.7% | -22.8% |
| 5Y | -22.4% | -87.5% | +65.1% | -30.6% |
| All | -17.5% | -86.0% | +68.5% | -27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling