-8.7%
COMP vs FLNC
-87.7%
+79.0%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.0% |
| 7D | 0.0% | -11.2% | +11.2% | +2.8% |
| 30D | +16.6% | -24.6% | +41.2% | +23.8% |
| 3M | -23.5% | -64.6% | +41.1% | -4.7% |
| 6M | +25.7% | -78.8% | +104.6% | +68.9% |
| YTD | -3.4% | -76.3% | +72.9% | +16.6% |
| 1Y | +7.6% | -71.2% | +78.8% | +20.9% |
| 3Y | +423.6% | -71.9% | +495.5% | +327.9% |
| All | -8.7% | -87.7% | +79.0% | -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 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