+3.7%
FICO vs FLNC
-59.3%
+63.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.7% | -6.6% | -0.1% |
| 7D | -15.4% | +6.0% | -21.4% | -15.6% |
| 30D | -10.4% | -16.3% | +6.0% | -9.9% |
| 3M | -22.7% | -54.1% | +31.4% | -20.5% |
| 6M | -36.8% | -25.3% | -11.5% | -37.3% |
| YTD | -44.8% | -44.2% | -0.6% | -44.9% |
| 1Y | -39.3% | +53.1% | -92.4% | -44.1% |
| 3Y | +3.7% | -58.3% | +62.0% | +2.0% |
| All | +3.7% | -59.3% | +63.0% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling