+74.7%
CART vs FLNC
-78.9%
+153.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +0.5% |
| 7D | -0.6% | -16.2% | +15.6% | +0.3% |
| 30D | +23.1% | -28.1% | +51.2% | +25.0% |
| 3M | +19.2% | -61.3% | +80.4% | +24.9% |
| 6M | +45.7% | -79.9% | +125.5% | +56.6% |
| YTD | +30.9% | -74.3% | +105.2% | +37.7% |
| 1Y | +50.2% | -75.5% | +125.7% | +57.7% |
| 3Y | +133.5% | -70.4% | +203.9% | +119.5% |
| All | +74.7% | -78.9% | +153.6% | +75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling