+52.3%
BDX vs FLNC
-69.0%
+121.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +10.2% | -4.6% | +5.7% |
| 7D | +7.2% | -2.1% | +9.3% | +7.1% |
| 30D | +15.8% | -20.8% | +36.6% | +15.4% |
| 3M | +23.7% | -61.3% | +85.0% | +21.9% |
| 6M | +44.8% | -50.9% | +95.7% | +40.4% |
| YTD | +39.8% | -69.4% | +109.1% | +35.6% |
| 1Y | +52.3% | -68.4% | +120.7% | +49.1% |
| All | +52.3% | -69.0% | +121.3% | +49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling