-16.0%
BA vs FLNC
-84.8%
+68.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +0.3% |
| 7D | -1.4% | -16.2% | +14.8% | +0.2% |
| 30D | -7.9% | -28.1% | +20.3% | -5.3% |
| 3M | -25.2% | -61.3% | +36.1% | -18.3% |
| 6M | -26.7% | -79.9% | +53.1% | -16.2% |
| YTD | -19.6% | -74.3% | +54.7% | -13.2% |
| 1Y | -10.6% | -75.5% | +64.9% | -3.9% |
| 3Y | -11.2% | -70.4% | +59.1% | -18.5% |
| 5Y | -20.4% | -86.4% | +65.9% | -29.5% |
| All | -16.0% | -84.8% | +68.8% | -26.4% |
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