+95.8%
FAST vs FLNC
-71.1%
+166.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +0.6% |
| 7D | -0.4% | -5.0% | +4.6% | -0.3% |
| 30D | -6.4% | -26.1% | +19.7% | -5.4% |
| 3M | +7.1% | -55.2% | +62.2% | +9.9% |
| 6M | +7.0% | -42.6% | +49.6% | +7.5% |
| YTD | +24.1% | -51.0% | +75.1% | +24.9% |
| 1Y | +4.4% | +43.3% | -39.0% | -1.9% |
| 3Y | +93.2% | -63.4% | +156.6% | +87.3% |
| All | +95.8% | -71.1% | +166.9% | +81.1% |
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