-2.5%
F vs FLNC
-86.0%
+83.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.2% |
| 7D | -3.1% | -11.2% | +8.1% | -1.7% |
| 30D | 0.0% | -24.6% | +24.7% | +3.1% |
| 3M | -13.2% | -64.6% | +51.4% | -1.9% |
| 6M | -10.2% | -78.8% | +68.6% | +5.5% |
| YTD | -4.9% | -76.3% | +71.4% | +4.9% |
| 1Y | -6.1% | -71.2% | +65.1% | -0.8% |
| 3Y | +46.0% | -71.9% | +117.9% | +30.5% |
| 5Y | -15.7% | -87.5% | +71.8% | -16.7% |
| All | -2.5% | -86.0% | +83.5% | -6.2% |
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