+42.9%
CI vs FLNC
-71.1%
+114.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +1.0% |
| 7D | -1.3% | -5.0% | +3.7% | -1.3% |
| 30D | +3.1% | -26.1% | +29.2% | +3.2% |
| 3M | -4.5% | -55.2% | +50.7% | -4.3% |
| 6M | +8.3% | -42.6% | +50.9% | +8.1% |
| YTD | +3.8% | -51.0% | +54.8% | +3.5% |
| 1Y | -5.0% | +43.3% | -48.4% | -7.4% |
| 3Y | +5.8% | -63.4% | +69.2% | +5.6% |
| All | +42.9% | -71.1% | +114.0% | +47.4% |
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