+5.6%
D vs FLNC
-70.4%
+75.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.5% | -1.1% |
| 7D | -2.2% | -4.1% | +1.8% | -2.2% |
| 30D | -4.5% | -24.8% | +20.3% | -4.1% |
| 3M | -2.5% | -59.1% | +56.6% | -1.3% |
| 6M | +5.5% | -42.0% | +47.5% | +5.5% |
| YTD | +13.3% | -49.8% | +63.1% | +13.2% |
| 1Y | +11.8% | +43.1% | -31.3% | +7.4% |
| 3Y | +56.7% | -61.0% | +117.7% | +52.7% |
| All | +5.6% | -70.4% | +75.9% | -2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling