-59.7%
FICO vs FLNC
-77.2%
+17.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.8% | +5.2% | -1.7% |
| 7D | +1.4% | -7.1% | +8.5% | +1.3% |
| 30D | -0.8% | -30.2% | +29.4% | -1.4% |
| 3M | -31.3% | -64.1% | +32.8% | -32.0% |
| 6M | -33.9% | -77.7% | +43.8% | -34.0% |
| YTD | -57.6% | -76.1% | +18.5% | -58.6% |
| 1Y | -59.7% | -75.4% | +15.7% | -61.3% |
| All | -59.7% | -77.2% | +17.6% | -61.3% |
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