-66.6%
BAX vs FLNC
-70.4%
+3.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.0% | -1.7% |
| 7D | -7.9% | -4.1% | -3.8% | -7.8% |
| 30D | -11.7% | -24.8% | +13.1% | -10.9% |
| 3M | +16.2% | -59.1% | +75.3% | +19.2% |
| 6M | +32.0% | -42.0% | +73.9% | +32.3% |
| YTD | +24.7% | -49.8% | +74.5% | +24.6% |
| 1Y | -2.6% | +43.1% | -45.7% | -8.0% |
| 3Y | -35.0% | -61.0% | +26.0% | -38.4% |
| All | -66.6% | -70.4% | +3.8% | -66.5% |
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