-31.1%
DT vs FLNC
-70.4%
+39.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.9% |
| 7D | -1.6% | -4.1% | +2.5% | -1.3% |
| 30D | +3.0% | -24.8% | +27.8% | +5.9% |
| 3M | +26.5% | -59.1% | +85.6% | +37.4% |
| 6M | +35.9% | -42.0% | +77.9% | +37.7% |
| YTD | +17.8% | -49.8% | +67.6% | +19.1% |
| 1Y | +4.1% | +43.1% | -39.0% | -12.6% |
| 3Y | +5.3% | -61.0% | +66.3% | -5.0% |
| All | -31.1% | -70.4% | +39.3% | -44.0% |
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 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