+68.5%
COST vs FLNC
-62.9%
+131.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.3% |
| 7D | -1.2% | -4.1% | +2.9% | -1.2% |
| 30D | -4.7% | -24.8% | +20.1% | -4.8% |
| 3M | -7.1% | -59.1% | +52.0% | -7.2% |
| 6M | -8.5% | -42.0% | +33.4% | -8.9% |
| YTD | +5.4% | -49.8% | +55.2% | +4.9% |
| 1Y | -5.6% | +43.1% | -48.7% | -7.7% |
| 3Y | +68.5% | -61.0% | +129.4% | +69.0% |
| All | +68.5% | -62.9% | +131.3% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling