+81.5%
FICO vs FLNC
-85.9%
+167.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.8% | +5.2% | -1.1% |
| 7D | +1.4% | -7.1% | +8.5% | +1.9% |
| 30D | -0.8% | -30.2% | +29.4% | +1.3% |
| 3M | -31.3% | -64.1% | +32.8% | -26.6% |
| 6M | -33.9% | -77.7% | +43.8% | -28.0% |
| YTD | -57.6% | -76.1% | +18.5% | -55.4% |
| 1Y | -59.7% | -75.4% | +15.7% | -58.0% |
| 3Y | -28.0% | -72.4% | +44.4% | -34.3% |
| 5Y | +91.0% | -87.4% | +178.3% | +75.9% |
| All | +81.5% | -85.9% | +167.3% | +63.5% |
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 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