+19.7%
EXC vs FLNC
-63.7%
+83.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.8% |
| 7D | -1.6% | -5.0% | +3.4% | -1.7% |
| 30D | -2.4% | -26.1% | +23.7% | -2.9% |
| 3M | -4.0% | -55.2% | +51.2% | -5.1% |
| 6M | -9.8% | -42.6% | +32.8% | -10.3% |
| YTD | +2.3% | -51.0% | +53.3% | +1.7% |
| 1Y | +3.8% | +43.3% | -39.5% | +4.4% |
| All | +19.7% | -63.7% | +83.5% | +20.6% |
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