+8.8%
F vs FLNC
-69.8%
+78.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -8.3% | +4.4% | -2.8% |
| 7D | -4.9% | -4.2% | -0.7% | -4.4% |
| 30D | -2.9% | -20.0% | +17.1% | -0.2% |
| 3M | -9.1% | -56.9% | +47.8% | +0.4% |
| 6M | +12.9% | -35.5% | +48.5% | +12.7% |
| YTD | +6.1% | -48.8% | +54.9% | +7.0% |
| 1Y | +22.5% | +49.3% | -26.7% | -1.0% |
| 3Y | +32.1% | -61.8% | +93.8% | +18.9% |
| All | +8.8% | -69.8% | +78.6% | -4.3% |
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 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