+59.5%
DIA vs FLNC
-69.8%
+129.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.6% | -0.3% |
| 7D | -1.2% | -4.2% | +2.9% | -1.1% |
| 30D | -2.7% | -20.0% | +17.3% | -1.7% |
| 3M | +3.3% | -56.9% | +60.1% | +7.3% |
| 6M | +10.4% | -35.5% | +46.0% | +10.7% |
| YTD | +10.0% | -48.8% | +58.8% | +10.8% |
| 1Y | +16.2% | +49.3% | -33.1% | +7.9% |
| 3Y | +58.7% | -61.8% | +120.5% | +52.2% |
| All | +59.5% | -69.8% | +129.3% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling