-99.9%
DFNS vs FLNC
-63.7%
-36.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.2% | +5.8% | +2.2% |
| 7D | -3.3% | -5.0% | +1.7% | -2.7% |
| 30D | -73.1% | -26.1% | -47.0% | -71.8% |
| 3M | -71.4% | -55.2% | -16.2% | -68.4% |
| 6M | -93.8% | -42.6% | -51.3% | -93.5% |
| YTD | -98.0% | -51.0% | -47.0% | -97.9% |
| 1Y | -98.2% | +43.3% | -141.5% | -98.1% |
| All | -99.9% | -63.7% | -36.1% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling