-7.7%
DIS vs FLNC
+46.9%
-54.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.7% |
| 7D | +1.2% | -4.1% | +5.2% | +1.2% |
| 30D | +3.2% | -24.8% | +28.0% | +3.5% |
| 3M | +7.0% | -59.1% | +66.1% | +8.3% |
| 6M | +6.4% | -42.0% | +48.4% | +6.2% |
| YTD | -5.6% | -49.8% | +44.2% | -5.8% |
| 1Y | -7.7% | +43.1% | -50.8% | -5.6% |
| All | -7.7% | +46.9% | -54.6% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling