-38.6%
FICO vs FLNC
+53.3%
-92.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.5% | -18.2% | -16.7% |
| 7D | -19.2% | -4.9% | -14.3% | -19.2% |
| 30D | -14.6% | -27.3% | +12.7% | -14.6% |
| 3M | -20.1% | -61.9% | +41.8% | -18.8% |
| 6M | -36.3% | -34.5% | -1.8% | -36.5% |
| YTD | -44.9% | -47.7% | +2.8% | -44.9% |
| 1Y | -38.6% | +53.3% | -92.0% | -34.5% |
| All | -38.6% | +53.3% | -92.0% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling