-6.3%
BBY vs FLNC
-70.4%
+64.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.6% | +2.8% |
| 7D | +0.6% | -4.1% | +4.6% | +0.9% |
| 30D | +9.4% | -24.8% | +34.2% | +12.3% |
| 3M | +19.3% | -59.1% | +78.4% | +29.1% |
| 6M | +47.9% | -42.0% | +89.9% | +48.7% |
| YTD | +39.6% | -49.8% | +89.4% | +39.9% |
| 1Y | +22.2% | +43.1% | -20.9% | +3.3% |
| 3Y | +45.0% | -61.0% | +105.9% | +30.9% |
| All | -6.3% | -70.4% | +64.1% | -23.6% |
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