-13.7%
COMP vs FLNC
-69.1%
+55.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.2% |
| 7D | +1.4% | -4.9% | +6.2% | +2.5% |
| 30D | -13.3% | -27.3% | +13.9% | -7.0% |
| 3M | +41.1% | -61.9% | +103.0% | +71.6% |
| 6M | +17.2% | -34.5% | +51.7% | +18.1% |
| YTD | +5.2% | -47.7% | +52.9% | +7.7% |
| 1Y | +18.9% | +53.3% | -34.4% | -20.2% |
| 3Y | +215.9% | -62.4% | +278.3% | +170.6% |
| All | -13.7% | -69.1% | +55.4% | -45.9% |
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 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