+39.5%
EXC vs FLNC
-67.0%
+106.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.7% | -6.0% | +0.7% |
| 7D | +1.2% | +6.0% | -4.7% | +1.2% |
| 30D | -2.7% | -16.3% | +13.6% | -2.7% |
| 3M | -1.0% | -54.1% | +53.2% | -0.7% |
| 6M | -9.3% | -25.3% | +16.0% | -9.7% |
| YTD | +3.6% | -44.2% | +47.8% | +3.3% |
| 1Y | +5.9% | +53.1% | -47.2% | +3.5% |
| 3Y | +21.3% | -58.3% | +79.6% | +20.7% |
| All | +39.5% | -67.0% | +106.6% | +34.3% |
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