-15.8%
F vs FLNC
-87.3%
+71.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.8% | +3.9% | -2.0% |
| 7D | -3.9% | -7.1% | +3.2% | -3.1% |
| 30D | -0.5% | -30.2% | +29.7% | +3.5% |
| 3M | -12.9% | -64.1% | +51.2% | -1.8% |
| 6M | +1.5% | -77.7% | +79.3% | +18.4% |
| YTD | -5.0% | -76.1% | +71.0% | +4.6% |
| 1Y | -7.3% | -75.4% | +68.0% | +0.2% |
| 3Y | +45.3% | -72.4% | +117.6% | +30.6% |
| 5Y | -15.8% | -87.4% | +71.6% | -16.5% |
| All | -15.8% | -87.3% | +71.5% | -16.5% |
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