-32.5%
DOW vs FLNC
-70.4%
+37.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.4% |
| 6M | -13.7% | -42.0% | +28.3% | -13.1% |
| YTD | +28.4% | -49.8% | +78.2% | +29.5% |
| 1Y | +21.8% | +43.1% | -21.3% | +8.6% |
| 3Y | -35.7% | -61.0% | +25.2% | -40.9% |
| All | -32.5% | -70.4% | +37.8% | -38.3% |
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