-65.1%
BAX vs FLNC
-67.0%
+1.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +6.7% | -10.4% | -4.0% |
| 7D | -2.4% | +6.0% | -8.4% | -2.6% |
| 30D | -9.7% | -16.3% | +6.6% | -9.2% |
| 3M | +29.3% | -54.1% | +83.4% | +32.1% |
| 6M | +40.7% | -25.3% | +66.0% | +39.8% |
| YTD | +30.3% | -44.2% | +74.5% | +29.8% |
| 1Y | +3.4% | +53.1% | -49.7% | -2.4% |
| 3Y | -32.0% | -58.3% | +26.3% | -35.8% |
| All | -65.1% | -67.0% | +1.9% | -65.2% |
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