+48.0%
BAC vs FLNC
-71.1%
+119.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.1% | +0.1% |
| 7D | -0.3% | -5.0% | +4.7% | 0.0% |
| 30D | -1.8% | -26.1% | +24.3% | 0.0% |
| 3M | +15.3% | -55.2% | +70.5% | +20.4% |
| 6M | +30.2% | -42.6% | +72.8% | +31.0% |
| YTD | +15.6% | -51.0% | +66.6% | +16.4% |
| 1Y | +27.5% | +43.3% | -15.9% | +15.2% |
| 3Y | +137.0% | -63.4% | +200.4% | +123.9% |
| All | +48.0% | -71.1% | +119.1% | +33.5% |
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 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