+7.2%
BX vs FLNC
-71.1%
+78.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.4% | -2.2% |
| 7D | -8.9% | -5.0% | -3.9% | -8.3% |
| 30D | -14.8% | -26.1% | +11.3% | -11.1% |
| 3M | +6.9% | -55.2% | +62.1% | +18.7% |
| 6M | +16.3% | -42.6% | +58.9% | +18.9% |
| YTD | -16.1% | -51.0% | +34.9% | -13.7% |
| 1Y | -26.8% | +43.3% | -70.1% | -41.1% |
| 3Y | +22.4% | -63.4% | +85.8% | +10.5% |
| All | +7.2% | -71.1% | +78.2% | -9.4% |
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