+20.1%
COMP vs FLNC
-69.0%
+89.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +10.2% | -2.5% | +6.7% |
| 7D | +9.5% | -2.1% | +11.6% | +9.6% |
| 30D | +8.1% | -20.8% | +28.9% | +10.3% |
| 3M | -16.3% | -61.3% | +45.0% | -9.1% |
| 6M | +42.2% | -50.9% | +93.1% | +51.2% |
| YTD | -5.0% | -69.4% | +64.3% | +3.6% |
| 1Y | +20.1% | -68.4% | +88.5% | +31.9% |
| All | +20.1% | -69.0% | +89.1% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling