-2.2%
BITO vs FLNC
-70.4%
+68.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.3% |
| 7D | -3.4% | -4.1% | +0.6% | -3.0% |
| 30D | +21.4% | -24.8% | +46.2% | +25.7% |
| 3M | +20.5% | -59.1% | +79.6% | +34.3% |
| 6M | +7.4% | -42.0% | +49.3% | +9.2% |
| YTD | -13.9% | -49.8% | +35.9% | -11.4% |
| 1Y | -35.1% | +43.1% | -78.1% | -45.4% |
| 3Y | +156.8% | -61.0% | +217.8% | +136.0% |
| All | -2.2% | -70.4% | +68.2% | -19.5% |
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 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