-39.4%
CMCSA vs FLNC
-71.1%
+31.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.2% | +6.6% | +2.4% |
| 7D | -5.6% | -5.0% | -0.6% | -5.5% |
| 30D | -1.9% | -26.1% | +24.2% | -1.4% |
| 3M | +6.4% | -55.2% | +61.6% | +7.8% |
| 6M | -16.9% | -42.6% | +25.7% | -16.8% |
| YTD | -6.8% | -51.0% | +44.2% | -6.8% |
| 1Y | -15.9% | +43.3% | -59.2% | -19.6% |
| 3Y | -33.4% | -63.4% | +30.0% | -35.5% |
| All | -39.4% | -71.1% | +31.7% | -42.2% |
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