+111.5%
DAL vs FLNC
-70.4%
+181.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.3% | +1.8% |
| 7D | -0.3% | -4.1% | +3.7% | +0.1% |
| 30D | -11.1% | -24.8% | +13.6% | -8.0% |
| 3M | -2.1% | -59.1% | +57.0% | +8.5% |
| 6M | +35.8% | -42.0% | +77.8% | +38.5% |
| YTD | +16.0% | -49.8% | +65.8% | +18.3% |
| 1Y | +33.7% | +43.1% | -9.4% | +12.5% |
| 3Y | +102.3% | -61.0% | +163.2% | +82.4% |
| All | +111.5% | -70.4% | +181.8% | +77.5% |
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