+107.0%
DAL vs FLNC
-71.1%
+178.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.1% |
| 7D | -0.6% | -5.0% | +4.4% | -0.1% |
| 30D | -13.5% | -26.1% | +12.6% | -10.2% |
| 3M | +2.6% | -55.2% | +57.7% | +12.3% |
| 6M | +32.7% | -42.6% | +75.3% | +35.4% |
| YTD | +13.6% | -51.0% | +64.6% | +16.2% |
| 1Y | +28.8% | +43.3% | -14.5% | +8.3% |
| 3Y | +98.2% | -63.4% | +161.6% | +80.5% |
| All | +107.0% | -71.1% | +178.1% | +74.3% |
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