+42.8%
CI vs FLNC
-70.4%
+113.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.5% | -0.1% |
| 7D | -0.1% | -4.1% | +4.0% | -0.1% |
| 30D | +1.8% | -24.8% | +26.5% | +1.8% |
| 3M | -4.2% | -59.1% | +54.9% | -3.9% |
| 6M | +8.8% | -42.0% | +50.8% | +8.7% |
| YTD | +3.7% | -49.8% | +53.5% | +3.4% |
| 1Y | -6.1% | +43.1% | -49.2% | -8.4% |
| 3Y | +4.5% | -61.0% | +65.4% | +4.0% |
| All | +42.8% | -70.4% | +113.2% | +47.3% |
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