-35.7%
DOW vs FLNC
-62.9%
+27.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.5% | -2.2% |
| 7D | -1.4% | -4.1% | +2.7% | -1.2% |
| 30D | -3.9% | -24.8% | +20.8% | -2.1% |
| 3M | -12.7% | -59.1% | +46.4% | -7.3% |
| 6M | -13.7% | -42.0% | +28.3% | -13.2% |
| YTD | +28.4% | -49.8% | +78.2% | +29.2% |
| 1Y | +21.8% | +43.1% | -21.3% | +5.2% |
| 3Y | -35.7% | -61.0% | +25.2% | -41.8% |
| All | -35.7% | -62.9% | +27.1% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling