+18.2%
F vs FLNC
-69.1%
+87.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.3% |
| 7D | +5.3% | -4.9% | +10.2% | +6.0% |
| 30D | +4.6% | -27.3% | +31.9% | +8.9% |
| 3M | -3.7% | -61.9% | +58.2% | +8.0% |
| 6M | +16.8% | -34.5% | +51.3% | +16.4% |
| YTD | +15.3% | -47.7% | +63.0% | +16.1% |
| 1Y | +31.0% | +53.3% | -22.3% | +5.4% |
| 3Y | +45.4% | -62.4% | +107.9% | +31.7% |
| All | +18.2% | -69.1% | +87.4% | +3.8% |
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 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