+20.4%
BN vs FLNC
-69.8%
+90.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.3% | +6.4% | -0.9% |
| 7D | -3.0% | -4.2% | +1.2% | -2.6% |
| 30D | -13.0% | -20.0% | +7.0% | -10.7% |
| 3M | -15.2% | -56.9% | +41.6% | -7.0% |
| 6M | -5.9% | -35.5% | +29.6% | -5.6% |
| YTD | -15.8% | -48.8% | +33.1% | -14.5% |
| 1Y | -12.2% | +49.3% | -61.4% | -26.9% |
| 3Y | +72.2% | -61.8% | +134.0% | +57.1% |
| All | +20.4% | -69.8% | +90.2% | +3.0% |
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