+116.9%
COP vs FLNC
-70.4%
+187.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | +0.1% |
| 7D | +2.3% | -4.1% | +6.4% | +2.4% |
| 30D | +8.6% | -24.8% | +33.4% | +9.8% |
| 3M | +19.9% | -59.1% | +79.0% | +24.0% |
| 6M | +19.0% | -42.0% | +61.0% | +19.2% |
| YTD | +50.0% | -49.8% | +99.8% | +50.3% |
| 1Y | +50.5% | +43.1% | +7.4% | +38.1% |
| 3Y | +25.2% | -61.0% | +86.2% | +17.0% |
| All | +116.9% | -70.4% | +187.3% | +96.9% |
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