+37.8%
EXC vs FLNC
-71.1%
+108.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.7% |
| 7D | -1.6% | -5.0% | +3.4% | -1.6% |
| 30D | -2.4% | -26.1% | +23.7% | -2.3% |
| 3M | -4.0% | -55.2% | +51.2% | -3.8% |
| 6M | -9.8% | -42.6% | +32.8% | -10.0% |
| YTD | +2.3% | -51.0% | +53.3% | +2.0% |
| 1Y | +3.8% | +43.3% | -39.5% | +1.4% |
| 3Y | +19.7% | -63.4% | +83.2% | +19.2% |
| All | +37.8% | -71.1% | +108.8% | +32.6% |
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 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