+6.3%
BDX vs FLNC
-70.4%
+76.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.8% |
| 7D | -3.2% | -4.1% | +0.9% | -3.1% |
| 30D | -2.5% | -24.8% | +22.2% | -2.1% |
| 3M | +21.4% | -59.1% | +80.5% | +23.3% |
| 6M | +10.4% | -42.0% | +52.4% | +10.2% |
| YTD | +18.8% | -49.8% | +68.6% | +18.5% |
| 1Y | +21.7% | +43.1% | -21.4% | +16.4% |
| 3Y | -10.0% | -61.0% | +51.0% | -13.2% |
| All | +6.3% | -70.4% | +76.6% | +0.2% |
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