+8.0%
D vs FLNC
-69.1%
+77.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.4% |
| 7D | +1.5% | -4.9% | +6.3% | +1.5% |
| 30D | -2.6% | -27.3% | +24.7% | -2.1% |
| 3M | 0.0% | -61.9% | +61.9% | +1.3% |
| 6M | +7.4% | -34.5% | +41.8% | +7.0% |
| YTD | +15.9% | -47.7% | +63.5% | +15.7% |
| 1Y | +18.1% | +53.3% | -35.2% | +13.2% |
| 3Y | +58.4% | -62.4% | +120.8% | +54.6% |
| All | +8.0% | -69.1% | +77.1% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling