+88.4%
FDX vs FLNC
-86.0%
+174.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | +5.2% | -11.2% | +16.4% | +6.1% |
| 30D | +11.3% | -24.6% | +35.9% | +13.3% |
| 3M | -4.1% | -64.6% | +60.5% | +3.1% |
| 6M | +9.6% | -78.8% | +88.5% | +20.9% |
| YTD | +40.9% | -76.3% | +117.2% | +50.1% |
| 1Y | +53.0% | -71.2% | +124.2% | +59.2% |
| 3Y | +74.1% | -71.9% | +146.0% | +64.0% |
| 5Y | +75.1% | -87.5% | +162.6% | +66.4% |
| All | +88.4% | -86.0% | +174.4% | +76.9% |
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