+20.2%
BTDR vs FLNC
-70.4%
+90.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.3% | +3.2% |
| 7D | -3.4% | -4.1% | +0.7% | -2.5% |
| 30D | +32.6% | -24.8% | +57.4% | +41.1% |
| 3M | -32.2% | -59.1% | +26.9% | -17.8% |
| 6M | +52.4% | -42.0% | +94.3% | +63.5% |
| YTD | +6.7% | -49.8% | +56.5% | +16.1% |
| 1Y | -15.2% | +43.1% | -58.3% | -24.3% |
| 3Y | +14.9% | -61.0% | +75.8% | +9.0% |
| All | +20.2% | -70.4% | +90.6% | +14.3% |
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