+183.1%
COR vs FLNC
-70.4%
+253.5%
-32.4%
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% | +0.2% |
| 7D | -2.8% | -4.1% | +1.2% | -2.9% |
| 30D | +2.6% | -24.8% | +27.3% | +2.1% |
| 3M | +14.5% | -59.1% | +73.6% | +13.2% |
| 6M | -7.8% | -42.0% | +34.2% | -8.2% |
| YTD | -4.2% | -49.8% | +45.6% | -4.7% |
| 1Y | +7.0% | +43.1% | -36.1% | +7.3% |
| 3Y | +85.5% | -61.0% | +146.5% | +87.2% |
| All | +183.1% | -70.4% | +253.5% | +180.2% |
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 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