+27.5%
DECK vs FLNC
-86.6%
+114.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.1% | +8.4% | +0.2% |
| 7D | +6.8% | -10.7% | +17.5% | +7.9% |
| 30D | +8.3% | -33.9% | +42.2% | +12.6% |
| 3M | -7.9% | -61.2% | +53.3% | +0.8% |
| 6M | -10.6% | -79.7% | +69.1% | +2.4% |
| YTD | -13.4% | -75.2% | +61.8% | -6.7% |
| 1Y | +12.5% | -77.5% | +89.9% | +21.4% |
| 3Y | -14.9% | -71.4% | +56.5% | -23.8% |
| 5Y | +27.5% | -85.6% | +113.1% | +5.9% |
| All | +27.5% | -86.6% | +114.1% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling