+149.3%
FICO vs FLNC
-70.4%
+219.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +2.4% |
| 7D | +5.7% | -4.1% | +9.8% | +5.9% |
| 30D | -5.6% | -24.8% | +19.1% | -3.7% |
| 3M | -16.9% | -59.1% | +42.2% | -11.6% |
| 6M | -15.4% | -42.0% | +26.5% | -14.9% |
| YTD | -41.7% | -49.8% | +8.1% | -41.5% |
| 1Y | -38.3% | +43.1% | -81.4% | -46.5% |
| 3Y | +8.9% | -61.0% | +69.8% | +0.4% |
| All | +149.3% | -70.4% | +219.6% | +114.5% |
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