+60.0%
DIA vs FLNC
-70.4%
+130.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.8% |
| 7D | -1.6% | -4.1% | +2.5% | -1.4% |
| 30D | -2.0% | -24.8% | +22.7% | -0.7% |
| 3M | +3.6% | -59.1% | +62.7% | +8.0% |
| 6M | +11.5% | -42.0% | +53.5% | +12.5% |
| YTD | +10.4% | -49.8% | +60.1% | +11.3% |
| 1Y | +15.6% | +43.1% | -27.5% | +7.6% |
| 3Y | +58.9% | -61.0% | +119.8% | +52.0% |
| All | +60.0% | -70.4% | +130.4% | +47.7% |
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