+426.2%
BTSG vs FLNC
-54.2%
+480.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.2% | -2.4% | -6.4% |
| 7D | -5.8% | -5.0% | -0.8% | -5.5% |
| 30D | 0.0% | -26.1% | +26.1% | +1.6% |
| 3M | -4.5% | -55.2% | +50.7% | -0.8% |
| 6M | +40.0% | -42.6% | +82.6% | +40.9% |
| YTD | +54.6% | -51.0% | +105.6% | +55.2% |
| 1Y | +106.1% | +43.3% | +62.8% | +89.5% |
| All | +426.2% | -54.2% | +480.3% | +371.9% |
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