+131.8%
C vs FLNC
-71.1%
+202.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.8% | +0.9% |
| 7D | +0.3% | -5.0% | +5.3% | +0.6% |
| 30D | +2.0% | -26.1% | +28.1% | +4.4% |
| 3M | +4.4% | -55.2% | +59.5% | +10.5% |
| 6M | +28.3% | -42.6% | +70.9% | +30.5% |
| YTD | +20.5% | -51.0% | +71.5% | +22.8% |
| 1Y | +45.5% | +43.3% | +2.2% | +32.6% |
| 3Y | +274.0% | -63.4% | +337.4% | +255.0% |
| All | +131.8% | -71.1% | +202.8% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling