+108.7%
C vs FLNC
-86.0%
+194.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.1% |
| 7D | +4.2% | -11.2% | +15.4% | +5.1% |
| 30D | +2.0% | -24.6% | +26.6% | +4.1% |
| 3M | -10.1% | -64.6% | +54.5% | -2.8% |
| 6M | +1.0% | -78.8% | +79.8% | +12.2% |
| YTD | +8.5% | -76.3% | +84.8% | +16.8% |
| 1Y | +25.7% | -71.2% | +96.9% | +32.5% |
| 3Y | +216.0% | -71.9% | +287.9% | +203.1% |
| 5Y | +112.3% | -87.5% | +199.8% | +105.4% |
| All | +108.7% | -86.0% | +194.7% | +98.5% |
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