+94.9%
FAST vs FLNC
-69.8%
+164.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.3% | +7.1% | -0.9% |
| 7D | +1.8% | -4.2% | +6.0% | +1.9% |
| 30D | -6.4% | -20.0% | +13.6% | -5.7% |
| 3M | +5.3% | -56.9% | +62.2% | +8.3% |
| 6M | +5.4% | -35.5% | +40.9% | +5.4% |
| YTD | +23.6% | -48.8% | +72.4% | +24.1% |
| 1Y | +4.1% | +49.3% | -45.2% | -2.4% |
| 3Y | +92.4% | -61.8% | +154.2% | +86.2% |
| All | +94.9% | -69.8% | +164.7% | +80.0% |
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 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