-29.1%
FICO vs FLNC
-72.1%
+43.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.8% | +5.2% | -1.4% |
| 7D | +1.4% | -7.1% | +8.5% | +1.6% |
| 30D | -0.8% | -30.2% | +29.4% | 0.0% |
| 3M | -31.3% | -64.1% | +32.8% | -29.4% |
| 6M | -33.9% | -77.7% | +43.8% | -31.2% |
| YTD | -57.6% | -76.1% | +18.5% | -56.7% |
| 1Y | -59.7% | -75.4% | +15.7% | -59.1% |
| All | -29.1% | -72.1% | +43.0% | -33.5% |
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 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