+128.8%
C vs FLNC
-67.0%
+195.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.7% | -7.4% | -1.3% |
| 7D | +3.2% | +6.0% | -2.8% | +2.6% |
| 30D | +1.3% | -16.3% | +17.6% | +2.6% |
| 3M | +3.1% | -54.1% | +57.3% | +9.0% |
| 6M | +29.6% | -25.3% | +54.9% | +29.0% |
| YTD | +19.0% | -44.2% | +63.1% | +20.0% |
| 1Y | +45.6% | +53.1% | -7.5% | +32.0% |
| 3Y | +269.3% | -58.3% | +327.6% | +247.0% |
| All | +128.8% | -67.0% | +195.9% | +104.1% |
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