+148.7%
FICO vs FLNC
-69.8%
+218.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -8.3% | +13.7% | +6.0% |
| 7D | -10.6% | -4.2% | -6.4% | -10.4% |
| 30D | -6.3% | -20.0% | +13.7% | -4.9% |
| 3M | -19.7% | -56.9% | +37.1% | -15.1% |
| 6M | -31.8% | -35.5% | +3.8% | -32.1% |
| YTD | -41.8% | -48.8% | +7.0% | -41.7% |
| 1Y | -36.4% | +49.3% | -85.7% | -45.1% |
| 3Y | +9.3% | -61.8% | +71.1% | +1.3% |
| All | +148.7% | -69.8% | +218.5% | +113.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling