-41.8%
DXCM vs FLNC
-70.4%
+28.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.2% | -1.9% |
| 7D | -5.5% | -4.1% | -1.5% | -5.3% |
| 30D | -8.6% | -24.8% | +16.2% | -7.0% |
| 3M | +10.3% | -59.1% | +69.4% | +16.3% |
| 6M | +25.2% | -42.0% | +67.2% | +26.0% |
| YTD | +25.1% | -49.8% | +74.9% | +25.8% |
| 1Y | +9.2% | +43.1% | -33.8% | -3.3% |
| 3Y | -22.6% | -61.0% | +38.3% | -27.7% |
| All | -41.8% | -70.4% | +28.6% | -47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling