+81.9%
FDX vs FLNC
-67.0%
+148.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.7% | -9.3% | -3.1% |
| 7D | -3.3% | +6.0% | -9.3% | -3.8% |
| 30D | -1.4% | -16.3% | +14.9% | -0.2% |
| 3M | -4.5% | -54.1% | +49.6% | +0.8% |
| 6M | +9.4% | -25.3% | +34.7% | +8.6% |
| YTD | +36.0% | -44.2% | +80.2% | +36.6% |
| 1Y | +75.5% | +53.1% | +22.4% | +56.1% |
| 3Y | +62.8% | -58.3% | +121.1% | +51.4% |
| All | +81.9% | -67.0% | +148.9% | +60.9% |
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