-22.5%
DIS vs FLNC
-87.7%
+65.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | +1.9% | -11.2% | +13.1% | +2.8% |
| 30D | +9.2% | -24.6% | +33.8% | +11.1% |
| 3M | +13.5% | -64.6% | +78.1% | +21.9% |
| 6M | +14.3% | -78.8% | +93.1% | +25.6% |
| YTD | +5.4% | -76.3% | +81.7% | +11.5% |
| 1Y | +12.2% | -71.2% | +83.4% | +15.6% |
| 3Y | +37.2% | -71.9% | +109.1% | +25.9% |
| All | -22.5% | -87.7% | +65.2% | -29.5% |
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