-99.9%
DFNS vs FLNC
-70.4%
-29.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -2.8% |
| 7D | -6.3% | -4.1% | -2.3% | -6.0% |
| 30D | -74.0% | -24.8% | -49.2% | -73.2% |
| 3M | -70.1% | -59.1% | -11.0% | -67.9% |
| 6M | -93.9% | -42.0% | -51.9% | -93.7% |
| YTD | -98.1% | -49.8% | -48.3% | -98.0% |
| 1Y | -98.3% | +43.1% | -141.4% | -98.2% |
| 3Y | -99.9% | -61.0% | -38.9% | -99.9% |
| All | -99.9% | -70.4% | -29.5% | -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 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