+142.3%
DAL vs FLNC
-84.8%
+227.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.4% | -1.4% |
| 7D | +2.3% | -16.2% | +18.5% | +4.5% |
| 30D | +14.3% | -28.1% | +42.5% | +18.7% |
| 3M | +1.3% | -61.3% | +62.5% | +13.2% |
| 6M | +29.3% | -79.9% | +109.1% | +52.8% |
| YTD | +33.0% | -74.3% | +107.3% | +46.5% |
| 1Y | +59.8% | -75.5% | +135.3% | +75.2% |
| 3Y | +177.2% | -70.4% | +247.6% | +152.3% |
| 5Y | +118.4% | -86.4% | +204.7% | +102.1% |
| All | +142.3% | -84.8% | +227.2% | +119.8% |
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