+73.9%
CTVA vs FLNC
-62.9%
+136.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.8% |
| 7D | -4.5% | -4.1% | -0.4% | -4.4% |
| 30D | +11.3% | -24.8% | +36.1% | +12.2% |
| 3M | +12.3% | -59.1% | +71.4% | +15.4% |
| 6M | +7.2% | -42.0% | +49.1% | +7.7% |
| YTD | +26.0% | -49.8% | +75.8% | +26.8% |
| 1Y | +16.0% | +43.1% | -27.1% | +7.7% |
| 3Y | +73.9% | -61.0% | +134.9% | +68.6% |
| All | +73.9% | -62.9% | +136.8% | +68.6% |
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