+123.1%
FAST vs FLNC
-85.9%
+208.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.8% | +6.9% | +0.3% |
| 7D | +5.0% | -7.1% | +12.1% | +5.3% |
| 30D | +8.6% | -30.2% | +38.7% | +9.7% |
| 3M | +6.9% | -64.1% | +71.0% | +10.6% |
| 6M | +29.6% | -77.7% | +107.3% | +35.4% |
| YTD | +41.4% | -76.1% | +117.5% | +45.6% |
| 1Y | +38.5% | -75.4% | +113.9% | +42.0% |
| 3Y | +98.7% | -72.4% | +171.1% | +91.1% |
| 5Y | +108.0% | -87.4% | +195.4% | +96.8% |
| All | +123.1% | -85.9% | +208.9% | +111.0% |
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