-6.1%
F vs FLNC
-75.3%
+69.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.1% |
| 7D | -3.1% | -11.2% | +8.1% | -2.7% |
| 30D | 0.0% | -24.6% | +24.7% | +0.9% |
| 3M | -13.2% | -64.6% | +51.4% | -10.4% |
| 6M | -10.2% | -78.8% | +68.6% | -5.6% |
| YTD | -4.9% | -76.3% | +71.4% | -3.0% |
| 1Y | -6.1% | -71.2% | +65.1% | -4.8% |
| All | -6.1% | -75.3% | +69.2% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling