+22.2%
BX vs FLNC
-42.9%
+65.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +2.3% |
| 7D | -5.6% | -4.1% | -1.6% | -5.4% |
| 30D | -12.2% | -24.8% | +12.5% | -11.1% |
| 3M | +7.4% | -59.1% | +66.5% | +10.9% |
| 6M | +22.2% | -42.0% | +64.1% | +27.3% |
| All | +22.2% | -42.9% | +65.1% | +27.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling