+30.3%
BLK vs FLNC
-70.4%
+100.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.4% |
| 7D | -3.3% | -4.1% | +0.8% | -3.0% |
| 30D | -6.5% | -24.8% | +18.3% | -4.2% |
| 3M | +6.7% | -59.1% | +65.9% | +14.9% |
| 6M | +14.7% | -42.0% | +56.7% | +16.3% |
| YTD | +2.5% | -49.8% | +52.3% | +4.1% |
| 1Y | -2.8% | +43.1% | -45.9% | -14.1% |
| 3Y | +65.9% | -61.0% | +126.8% | +54.8% |
| All | +30.3% | -70.4% | +100.7% | +16.7% |
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