+100.6%
BP vs FLNC
-69.8%
+170.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -8.3% | +10.1% | +2.2% |
| 7D | +4.0% | -4.2% | +8.2% | +4.2% |
| 30D | +7.8% | -20.0% | +27.8% | +8.9% |
| 3M | +8.4% | -56.9% | +65.2% | +12.4% |
| 6M | +15.1% | -35.5% | +50.6% | +15.1% |
| YTD | +36.4% | -48.8% | +85.3% | +37.2% |
| 1Y | +40.9% | +49.3% | -8.4% | +29.6% |
| 3Y | +38.8% | -61.8% | +100.6% | +32.2% |
| All | +100.6% | -69.8% | +170.4% | +87.8% |
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