-35.8%
FICO vs FLNC
+47.3%
-83.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -8.3% | +13.7% | +5.3% |
| 7D | -10.6% | -4.2% | -6.4% | -10.6% |
| 30D | -6.3% | -20.0% | +13.7% | -6.4% |
| 3M | -19.7% | -56.9% | +37.1% | -18.8% |
| 6M | -31.8% | -35.5% | +3.8% | -32.0% |
| YTD | -41.8% | -48.8% | +7.0% | -41.9% |
| All | -35.8% | +47.3% | -83.1% | -28.2% |
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